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From what you've said it just sounds like a way to add time and cost to the job for no upside.
The one thing finishing the wall might do is keep it cleaner and reduce dust. You can get breathable brick sealant for interior brick feature walls which isn't that expensive. So if keeping brick dust down is a consideration I'd be more tempted to go that route. But it looks. Like the current white wash is probably doing that job.
Personally, I'd get those metal shelving units and see if there is some sort of stepped variant.
Mount them a few inches away from the wall with spacers to fix them to the wall. Plus fix some strips to the back of the shelves to stop things falling.
That way you guarantee air flow and have less work.
Alternatively you could use twinslot as that has a forced gap unless you rebate it. Do the lip on the back thing though.