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@lae
It can be left bare. Aluminium oxide is not permeable, so it forms a thin external layer (like only microns thick) but doesn't penetrate any further. Anodizing aluminium is essentially just adding a slightly thicker external layer of aluminium oxide.
If you want a super-shiny mirror-finish frame, you can go over it with increasingly fine grades of wire wool, then with 1000, 1500 and 2000g sandpaper, then with Autosol or some other metal polish. It'll need re-polishing every few months to keep the shine, as it'll go dull over time (but will remain smooth, so it won't ever need re-sanding).