Clive is right. Anodizing is an electrical process that "grows" aluminum oxide crystals on the surface of the parts. Unless otherwise specified the surface is then sealed by boiling in clear wax. This keeps dirt, etc., from penetrating and showing, and makes cleaning impossible. Soooo…
Whenever you will be painting the part, or for other reasons like brake rails, you must specify "Clear water seal." and you'll get the anodize minus the wax.
So to better the odds of the paint sticking: Clean the part perfectly with lacquer thinner and then boil the part in a water bath with a touch of soap. Probably won't get 100% but between the cleaning and the anodize texture the paint will surely stick. Better so if the paint is a solvent type.
I've designed and had built a ton of such parts and at one time could almost recite the MilSpec for most plating and coating processes. Oh that gives me a headache just remembering!
Pete