I assume that the mill finish is intended to have something applied to it (such as paint) in its final application, while the anodized finishes are intended to be the final surface - I may be mistaken, but that's what makes sense to me.
By coincidence, as this old thread was being resurrected I was watching a science show with an item about the
Vegreville egg. This is one of those huge monuments that little towns use to get noticed by visitors, and this one is an egg, the size of a travel trailer, decorated in colours sort of like a traditional Ukrainian easter egg (or
pysanka), and made of anodized aluminum segments. The designer explained that while the town wanted the bright colours which they used on the easter eggs, he had to use more muted colours of anodized aluminum because the bright ones fade away in a few years. The Vegreville pysanka has been there for a couple of decades, and the last time I drove by I think it still looked good.