Yes, we have. The move from "review schemes" to dull battle paints occurred around 1906 game-time, so in (in-game) reality most fleets will be in drab colours by 1910 - but there's no reason not to paint up your fleets in the older schemes.
Some navies only ever had battle paint, and the different colours reflect the different environments they are intended to work in. The North Sea isn't the same colour as the Transylvanian forests, for example. Some countries with more panache than wisdom (Brazil and Argentina, I'm looking at you!) still want to make a "big impression".
W.