It is unlikely that unpainted wheel covers were a "factory" item; that does not say you could not get them like that however.
Replacements came unpainted; if you were spending $7K or more on a car back then, and the thing holding you back was the wheel cover paint, I'm sure the dealer would somehow swap the wheel covers for unpainted ones; therefore at delivery, you would get unpainted ones. Did this ever happen? Who knows--but with nearly 50,000 customers some interesting sales scenarios were bound to exist. If it did it made the original delivery unpainted, but not necessarily factory.
Remember, the engine bay polished up like a show car was something that some people received, though it was not in the standard catalog.
Just as an aside, most people who know much of anything about 1960s era Mercedes know the wheel covers were painted to match the hard top or the body color (which in many cases was the same). Looking at a car today w/o paint on the wheel covers, to me looks, "unfinished", like a work in progress. Just my opinion. If you like the look of unpainted, by no means should you go through the effort of painting them. Keep them or finish them ONLY as you like them, unless you have Concours on your mind. That's a different story.