The assumption that cave art conventions reflect actual pigmentation is pretty shaky. The egyptian statue reference is just wrong - there's a long tradition of females being depicted as yellow or white versus red or brown for males. This probably has some basis in men engaging in more outdoors activity, but this art is definitely not a photo-realistic rendering. If you want a modern analogy, think the Simpsons! Here's some academic work that mentions the gender conventions:
Since the European conquest of the planet, the fairer skin preference has been projected back onto many other groups of people, but is inherently suspicious given the circumstances within which we've learned about their cultures.
Historically pale skin was prized because rich women didn't work in the fields, they stayed in doors out of the sun. Tans came into fashion with air travel. Only the wealthy could fly to say the Med for their holidays Also I suppose poor slum dwellers didn't get much sun. They only got rickets due to a subsequent lack of vitimum D.
http://www.mywire.com/a/Oxford-Encyclopedia-Ancient-Egypt/Ge...
I don't know anything about the other points in the article, but these errors make me doubt their accuracy.