Just to clarify a little bit, anodizing is non-conductive. Anodizing is just a fancy word for rapid and controlled oxidation. Electrical current passed through an electrolyte solution (acid bath) produces a thin layer of oxidation. The oxidation binds the free electrons (the ones that that are displaced and move from atom to atom during electrical flow) and prohibits conductivity.
Bare aluminum will oxidize on its own over time (much like steel and rust; iron oxide). This is why thread lubes, or more appropriately; anti-oxidant compounds, such as Noalox are recommended on tube mods. The threads have to pass the full electrical current and if they become oxidized over time the performance of the mod will suffer.