On my travels through France, I found these.
http://www.megalithic.info/modules.php?op=modload&name=a312&file=index&do=showpic&pid=15185
From talking to the chap there (Jonny Ferré) I am sure he told me that there was some evidence for this somewhere, and it was not the only place I saw painted stones like this.
But I have none of my notes or books to hand, and my memory is fading....
I dont see why they shouldn't have painted them though. Especially after you see some of the carvings on some of them.
http://www.megalithic.info/modules.php?op=modload&name=a312&file=index&do=showpic&pid=38022