Jon,
It's too long ago to recall if the degree of fit was affected.
Although it isn't very clear in the photograph, the 'pins' (guide rods and the micrometer spindle mechanism) you mentioned were clamped in the same plane. Had there been a problem, it was an easy matter to rub a bit off the matching faces of the clamps.
The anodisers were (slightly) apologetic, but (fortunately it seems) I chose to accept the parts as they were. As one offs, I couldn't afford to remake them. There wasn't time either.
I asked for natural (uncoloured) anodising for all follow up jobs that I chose to have anodised. I seem to recall there were few local anodisers, so I chose to stay with the same company.
In reality, I wasn't interested in colour. I wanted parts with a hard wearing surface.
Your points are well founded, and I'm sure Neil (and others) will benefit.