I'll start with your last question:
They originally shipped with tubes. They can be run tubeless, but you have to drill the rim where the stem goes to fit the new tubeless stem. The front wheel has a very narrow groove in the center, so many tubeless stems will not fit in there without either modifying the stem or doing a little machining to the wheel.
The powdercoater that you talked to is full of shit. He is just too fuckin' lazy to mask the wheels properly. You need a powdercoater who is a craftsman and interested in doing good work. You can also do that yourself. You just need to buy some high-temperature tape suitable for powdercoating.
http://www.columbiacoatings.com/store/p/5190-Green-Poly-High-Temp-Tape.aspx
Two things about the soda blasting. One, it is probably not aggressive enough for this task. For paint OR powdercoat to stick properly, you need to sandblast. Aluminum oxide is usually used for sandblasting for powdercoating. It gives the surface enough tooth for the coating to adhere. Two, soda has to be washed off with WATER. You may have still had some soda on the surface, which interfered with the paint.
Here's what I think you should do. I am keeping in mind that you are trying to do this on the cheap, but you see that it gets you poor results, so bite the bullet and do it right.
Remove the bearings from the wheels. I know it isn't always easy, but skipping that step is shoddy work. Those bearing should be cleaned thoroughly and repacked with a good marine grease like Lucas Red & Tacky.
Have them sandblasted.
Clean up the spoke faces and outer bead area using 120 sandpaper. Be careful not to round over your edges. In my shop, i would use a flap wheel on an air tool. You probably don't have that so do the best you can by hand.
Mask the areas where you don't want powdercoat. As you know, it's a time consuming and tedious process. (That's why your lazy powdercoater doesn't want to do it.)
Have them powdercoated.
After you have stripped off the masking, you can decide what you want to do with the raw aluminum areas. You can leave them with the 120 grit surface, which if you have done properly, will have a brushed look. You can use ScotchBrite to make a finer brushed look, or you can sand with finer and finer grits of sandpaper and finish by polishing with a buffing wheel.
Edited to add: NEVER use Easy Off Oven Cleaner on aluminum. It can give you a long-term continuing corrosion problem that will haunt you forever. That shit dissolved aluminum, and it will penetrate into pores of the aluminum, and cause corrosion to happen underneath whatever coating you put on those wheels.