If the metal were pure aluminum, it would create and oxide coating (clear) and that would be a barrier for future use.
However, the metal is an alloy and has other metals blended with it. It will corrode and become nasty with time and exposure to the elements.
WD-40 will leave and nice oil coating, which is pretty good for attracting and holding onto dirt. Paint it with aluminum pigment paint if you like the aluminum color.
Leave it bare if you like to clean and polish it over and over. If you must have clear, get the two part paint that needs catalyst to cure.
Cheers,