The beam sabers that came with the ReZEL option set and G-3 were painted pink.
But yeah the ones with the Alex and GM Sniper II aren't painted.
Its a bit odd- but I have a pink gundam marker that should fix it.
It doesn't bug me all that much since I pretty much always prefer displaying them with a rifle, but good to know its not a universal thing with this series.
I think the GM Sniper II was particularly screwed over in the paint department since the only things that were pre-painted in the set were the blue on the shield and the back skirt (of all things to paint, why the back skirt? XD)
But I consider these "mini models" so I don't mind painting them.