Why are some airplane wings not painted?
Fuselage present a large vertical surface with greater length than height. Wings are a large horizontal surface that is shorter in the direction of travel. So...

The fuselage paint job is clearly visible on the ground, painting on the wings only if you are above or below the plane. This is probably the main reason. Simple geometry. It would be waste of money.

Sun will heat a large horizontal surface more than a large vertical surface, so making the wings white is more useful than making the fuselage white. While I am not sure that wings would be structurally weaker if heated, the heat would cause thermal expansion, which would indirectly result in increased drag by making maintaining optimal shape more difficult.

Paint has significant effect on drag, more specifically it affects when the boundary layer transitions from laminar to turbulent. In the very long fuselage the difference is probably insignificant and you can paint them as you wish, but for wings the paint should be as smooth as you can make it. While I doubt white paint is smoother than paint of any other color, keeping it simple is probably a good idea.