We want to know

Could be that the metal itself is dyed.

By cannon its titanium dioxide in the comics. In reality titanium dioxide paint wouldn't stand up to the abuses the shield regularly sees, but "titanium" used to be SCIENCE short hand for "mguffin." It's possible that the properties of vibranium, a proprietary (fictional) application or impregnating technique, and/or a combination help the durability. In the cinematic universe I don't believe the paint is mentioned- but we do see an unpainted version of the shield and in both comics and CU we see the shields coating show wear and damage at points. The likeliest explaination for the inconsistency is probably simply they consider it a trivial detail of the many overlooked or outrageous inconsistencies super hero fiction tends to have. They only put effort into showing damage to the shield when they feel it is important to compliment a mood or theme in a scene. Somewhat like the prequels explaining what causes the force, it's probably better not to dig too deep on it.

Easy...it's VIBRAPAINTIUM !!! Jeez, such a simple question. Pfft!