Actually (hard) anodizing do add increased resistance to abrasive wear, and lessen friction. Even the natural corrosion of aluminium does too, but much less than anodizing of course.
In regards to applications such as sprockets, the anodizing layer is so thin that it quickly wears off from the high load parts of the sprocket teeth. So at least for the Renthal I have, it adds very little to overall wear resistance. But I believe the AFAM also add som PTFE to their coating which might make more of a difference. I don`t know. Have always used steel, but decided I`m gonna go with aluminum rear sprockets for a while now just for the hell of it. But I have no expectation of getting the same mileage out of them as steel.
Also with aluminum, correct rear wheel alignment is crucial to keep wear at the lowest rate. A few mm off and all the load is on just one halfside of the teeth. The chain is gonna dig in real fast. That means measuring alignment by other means than the lines on the swingarm.