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99.9% of non chrome/aluminum wheels on the road are painted (not powdercoat). Hell most aluminum wheels are even clearcoated (paint as well). Powdercoat on wheels is un-necessary. If the factory doesn't feel obligated to do it neither should you. It's nice on off-road stuff but not necessary in street applications.
And Kmel is right about paint flaking where it meets the chrome on a one piece wheel, but that issue is not an issue on multi-piece wheels.