I don't think its a custom job as they didn't color the backstrap or the mag release. This is how all P22's look with their custom colors from Walther. If I was going to do a custom job, I would want the backstrap (at least) to match the rest of the frame. As for being a import from Walther Germany ... I would think they are correct. I don't recall ever seeing any information that the P22's had any parts manufactured in the US. At one time Walther had S&W make a slide to fit on the P99 frame, but that was several years ago and it lasted a whole year.
Once you look at the gun the frame should have the usuall markings showing it was made in Germany. It will have a stag (antler) horn and an eagle over N stamp just like the slide. As long as it has those marks it was made in Germany. As I stated before I would bet a cold beer on that color being factory as well, so I am pretty sure that it is factory applied.