Painting the taillights has been done a few times before, but be aware that any scratches or chipping are going to look very bad with red plastic showing through.
Some shops will refuse to paint them if they are concerned they won't come out well (since they have to sand the surface of the taillights to get the paint to stick, undoing any paintjob will leave a rough, unshiny surface)
Most people prefer the taillight covers to painting directly onto their tailpanels. Out of a few hundred Impalas I've viewed that have this appearance, only 2, maybe 3 cars have painted their taillights. The rest have gone with the covers.