Yes they did paint their express varnish, or at least some railroads did. The New York and New England, one of the many future components of the New York New Haven and Hartford, (New Haven), ran an all white luxury express from their waterfront terminal in Boston to Grand Central terminal in the 1890's. This all white train was called the "Ghost Train" due to to how it glowed brightly in the sunlight. The all white paint, however, didn't last long due to the high maintenance and soon after the train was painted in normal train colors.
Most of the NY&NE is gone today, having become a victim of the Penn Central, Conrail, and stupidity.