It all comes down to 'putting your money where your mouth (or keyboard is!). The CFPS would be quite happy to paint 40145 in another colour if someone comes up with the cash - this was actually discussed at the AGM, but obviously the potential sponsorship didn't happen. If it had, the repaint would have happened. I'm sure most CFPS members would prefer money being spent on getting a broken loco fixed (135 needs major expenditure to get it working) than on an unneccesary repaint to make an already working one look nice.
To correct '401, 50035/50135 is not owned by an individual but by a group of shareholders. One of those who masterminded the restoration and spent 1000s of hours on it wanted the loco in LoadHaul, so there it is. Personally, I'd rather see it in a more authentic colour scheme, but given that I didn't do all the restoration work, I think that the opinions of those who did carry a bit more weight!