The above is a joke about classical art and architecture.
In antiquity, in the Grecco-Roman cultural world across multiple centuries, marble was a common and extravagant material used for sculpture and architecture both. In the centuries since the Roman empire, much of these works fell into ruin, from lack of maintenance or from explicit quarrying for materials by the people that lived there. Between the 1400s and 1800s, archaeology developed and classical art became popular again, as a direct reference to antiquity. This lead to the rise of the Neoclassical movement, a style of art and architecture that sought to directly emulate the stark white marble and architectural forms of Roman art. Cities like Washington DC in the United States were built in this style, to evoke Rome.
It was only with further advances in archaeology was it discovered that Classical architecture and statuary was not white: it was painted. Buildings were colorful and statues were painted to appear as lifelike as possible. But the paints were far less equipped to survive the ages compared to the marble, so the visuals did not persist.
This became a piece of common trivia in the early twenty-first century. Perceptions of classical art are locked to the stark white seen in museums and in neoclassical buildings, so this deviation from trained expectations made for a striking bit of information, similar to dinosaurs having feathers (in violation of previous expectations).
In comparison, Brutalism, an architectural style from the mid 20th century, is explicitly a dreary, colorless brutal style. The drab grey of concrete is the intended feature, made to evoke utilitarianism and drab reality, without ostentation beyond form and function.
The joke is imaging Brutalism as having the same "lost" color as classical architecture. It would be equivalently shocking. However, Brutalism is well documented and was developed in living memory. It is known that there was no colorful paint, which would be a complete violation of its intended themes.