I'd love to see which buildings you're talking about specifically, but I suspect it's for similar reasons as many historical buildings in Vienna and London experience the same fate: centuries of ever increasing, eventually massive air pollution, a lot of which was soot from coal-burning factories popping up during the industrial revolution. Not to mention million(s) of people living in the vicinity burning wood, oil or coal in their homes to keep warm, cook food and have light in the night...

In the case of Viennas St. Stephens cathedral for instance- it is primarily built from sandstone, which is fairly bright in colour. Centuries of pollution turned it dark gray and black (with acid rain further damaging it). There are ongoing restoration efforts, part of the cathedral shrouded in scaffolding, others already restored to their bright state, and some pieces which still need to be tackled.