In no way would you start with saturated colors. One, they're very expensive, so why would you apply them, just for most to be painted over? Secondly, the more saturated (strong) a color is, the harder it is to paint over. Try painting over a wall painted bright red with literally anything. Paint it over in blue and your blue turns brown. Paint it in yellow and you'll just get red again. That's why we (still) employ a very opaque, white paint to the canvas. Oil paint also becomes more transparent over time, so getting the form right with the earth tone underpainting is crucial for the painting to last hundreds of years.
Perhaps you're thinking of fresco painting? Then, the pigments are added to the medium (plaster) initially, and only very subtle highlights are added afterwards (if at all). This is a very, very difficult technique, and illusions like highlight and shadow are hard to pull off. But the painting over was frowned upon, because it doesn't last nearly as long as the embedded pigment in the plaster (and certainly not after cleaning/restoration). But adding highlight/shadow to a sculpture seems like not the play, as the 3D-ness of a sculpture would imply it brings its own to the table.
Makes more sense just to paint the sculptures the color you wanted them painted, like the (in comparison very contemporary) bust of Nefertiti in the article, which looks excellent. No need for highlight/shadow. I could only see that needed in the face, which would look and act much like makeup.