@Joao Balseiro - Good question These are the active-duty locos that pull the executive business train around and so are kept spotless. Railroads use these business trains to entertain people from companies who ship a lot of stuff on their lines, as an added sales incentive. The trains are also used by railroad executives to inspect the railroad between cities, often the only way to see certain territory which may not be accessible by roads.
Also in the background of this picture is the KCS Christmas Train, on display at Kansas City Union Station. The "Steam Engine" is really just a painted tank with a smoke generator, mounted on a standard flatcar, but little kids don't know that.