Answer: Thermal radiating coating technology has improved, so they are no longer forced to be sub-optimally black in visible light. They can now be white and reflect incident sunlight to improve thermoelectric efficiency by staying cooler.
The color has nothing to do with the atmosphere. It has to do with sunshine!
Curiosity's MMRTG is producing about 2 kW of power constantly. A small amount of heat is dissipated by being converted to electricity and some is carried away by liquid in tubes to warm the rover's innards on cold nights.
The efficiency of the thermoelectric conversion depends upon the cooling fins remaining effective at dissipating heat. If the fins were black they would efficiently absorb sunlight and get hotter. The Multi-Mission Radioisotope
Thermoelectric Generator (MMRTG) fact sheet gives the size as 64x66 cm, a black square that size could receive as much as 200 Watts of heating from sunlight on Mars, and that would be a serious efficiency hit.
So the reason that modern RTGs such as the MMRTG look white in visible light is so they don't get heated by sunlight.
It is true that the MMRTG has several design features related to working in various atmospheres (planets and moons) but the white visible color is to avoid getting hot in the Sun.
This diagram mentions Aptek 2711 coating.
From that link (hat tip to @DavidHammen's comment):
APTEK 2711 was developed for use as a thermally conductive coating where excellent resistance to intense UV light exposure is required.
Total normal emittance (ASTM E-408)
Solar absorption vs thickness (ASTM E-903)
α mils (0.001 inch)
Here's something similar mentioned in comments (also found here).
Application of AZ-93 creates a nonspecular white coating that provides superior thermal control / protection by allowing only 14-16% of the solar radiation impinging on the spacecraft external surface to be absorbed through to the interior systems while emitting 89-93% of the internal heat generated to the cold vacuum of space. By incorporating a highly stabilized pigment system with a silicate binder, this spacecraft / satellite paint forms a bendable ceramic coating that has been tested time and again and has proven itself stable in the harshness of the space environment. AZ-93 has been exposed by NASA to atomic oxygen (AO) fluence of 5.6 x 1022 atoms/cm2, charged particle radiation of 4.5 x 1015 e-/cm2, and vacuum ultraviolet (VUV) radiation (from 118 nm to 170 nm) of 701 equivalent solar hours with less than 4% deterioration in solar absorptance (α_s) and less than 1% change in thermal emittance (ε_t).
Thermal Emittance (ε_t) 0.91 ± 0.02
Solar Absorptance (α_s) 0.15 ± 0.01 at ≥ 5.0 mils thickness
Use Temperature Range -180 C to 1400 C
So these coatings are "white" in visible light with about 85% reflectance, but "black" in thermal infrared with an emissivity of about 0.91 (which also means it would only reflect about 9%).
From Radioisotope Power Systems for Space Exploration:
A cutaway model of a Multi-Mission Radioisotope Thermoelectric Generator (MMRTG). The vertical red blocks in the center are individual heat source modules and the white fins on either side are radiators.