The OEM calipers are cast steel, so the surface is rough from the casting molds. You would first have to grind the surface smooth and then polish it. That's a lot of work that would quickly become soiled from brake dust and road dirt.
The "right" way to finish the calipers:
1. Completely dissassemble them
2. Strip paint/rust from surface with a wire brush
3. Strip any remaining paint with a chemical stripper
4. Thoroughly clean the surface with powerful solvent (brake cleaner) until it is 100% pristine metal. You must remove all dirt and contaminants for the paint to bond properly.
5. Paint with high-temp primer
6. Paint with high temp color
7. Paint with high temp clear
8. Heat cure calipers (on car or in oven depending on paint brand)
I have spoken to several brake manufaturers and they all advise their calipers are painted or anodized, not powder-coated. Their paint does not flake or discolor 100% because of the prep work involved.