If you are referring to a "true" anodized finish, yes, it needs to be blasted. What Harley has been calling anodized, the original clear finish over aluminum on the fenders and air-box, they can be painted over.
I worked for the largest powdercoating manufacturer in the US for many years and I can tell you that no matter what the type of powdercoat be: acrylic, polyester, whatever you are spraying it on should be clean bare metal. Even true anodized finishes will lift under the commonly used 450 degree range that it requires to bake the powder coat finish, so in short its not worth the risk. Strip it