Surprised that you got that in LA...looks more like what you get here in NewEngland with 4 months of salted roads every winter. I see a lot of X's here with similar rusting and then a lot that don't have it.
I'm assuming the only differene is how often one washes off the salt in the winter.

Seems strange for LA ...wonder if the previous owner went off roading on the beach/water and never rinsed off the salt water afterwards? It happened very quickly to a friends jeep wrangler. Maybe that compounded with the car lying idle a lot (low miles for an '04) caused the problem.

Anyway, the first thing that I would do is have a good independant check to make sure the caliper rust is just surface rust and doesn't impact braking. If it bothers you a lot you can certainly get them painted - how good it looks/lasts is all dependant on how well you prep the surface and get off the previous rust.
As far as the rotors go, I wouldn't bother painting them - you will need new rotors anyway eventually and the new rotors are a LOT less prone to rusting.

Good luck