I don't think you need to anodize aluminium when using it in chlorinated water.
Like lead, it forms an continuous oxidic layer when it is exposed to oxygen (no matter if from air or solved in water).
Anodization is just an expanding of this layer by using electricity.
As long as there is no voltage on the part, the complete oxidation would take much longer than a model's life.
You can use saltwater-proof aluminium used for building ships, if you want to be sure but it will be more expensive.
I have read that the anodization thickens the parts, not much, but it can be a problem if you have small part or tight fits.
Greetings Dominik
"Zwei Dinge sind unendlich: Das Universum und die menschliche Dummheit. Aber bei dem Universum bin ich mir noch nicht ganz sicher" Albert Einstein