Bare aluminum exposed to the oxygen in the atmosphere develops a thin surface of aluminum oxide quickly, you may have noticed that much consumer sand paper uses aluminum oxide as an abrasive, it is very hard and is also corrosion resistant inhibiting any further oxidation.
Stainless works the same way, when exposed to oxygen the chrome forms a layer of chromium oxide on the surface which inhibits further corrosion in many enviornments.
Leave it be. Anodizing thickens this layer and may be colored.