Since it is the equipment supplier who has to do the risk analysis and issue the ATEX certification, then all matters relating the equipment specification is down to him.
I must admit, I would be surprised if painting was a critical part of the specification, but I suppose it could be. It could just be he doesn't want to bastardise his standard equipment to suit a one off sale, which I can sympathise with.
Remember ATEX certification is still developing and interpretations vary in different European countries. Additionally the directives are not proscriptive in that they do not contain specific lists of detailed instructions (e.g. minimum size of bolts, use this size of O-ring etc).