This is a subject that has caused me some conjecture as well and to answer some of the questions posed to the best of my knowledge (and confirm some of the others)..
I believe that all Sport grills left Fiat painted a light colour grey. Why do I think they were painted? - Because when I bought a new one, still in Fiat wrapping (although not sealed), the colour on the outward surface was darker than the other side. Of course I could have been swindled by a restored one but it's such a good job and bears no sign of weathering or wear anywhere, the chances are that it is as Fiat intended.
The WR versions? I agree with Theo that they were most likely painted in Germany - I would say that from the photo provided, that the black version is the only one not painted a non standard colour.
On the arches sometimes referred to silver or light grey - I believe that they were painted - See attached picture of the blemishes on this car for illustration.