Painting of Air Conditioning unit

I have seen several BNSF Dash units where the locomotive is painted in the new orange and green BNSF scheme, but the A/C unit is still painted in the Warbonnet colors.

Also I have seen Amtrak Dash units painted in the new "Phase IV" scheme, but the A/C unit is painted as the units were delivered: white with portions of the big blue and red stripes.

Why isn't the A/C unit painted along with the rest of the locomotive?

The HVAC is a self contained unit whereas upon failure, the entire unit is replaced in favor of a new one. Very few railroad shops (that I know of) even attempt any kind of HVAC repair and usually the unit is simply sent out to the vendor (Prime or other). Particularly with railroads that have full service contract agreements with GE, a small inventory of HVAC units are kept on hand and these are units that were previously repaired. The HVAC units are painted in whatever color/paint scheme of the locomotive that they were previously removed from. Railroad shops are constantly under pressure to hurry up and get the unit out the door, they don't care what color the HVAC is painted or that it matches the paint scheme on the locomotive. CSX is the same way -- you can frequently see Conrail blue painted HVAC's on CSX units or vice versa.