Quick answer - everywhere.
Magnesium will deteriorate very fast and will be unsafe for use unless the surface has been correctly prepared and primed. There are special surface treatments for mag alloy that can help with corrosion protection and surface hardness - see e.g.
Keronite in the UK for an example. The same applies for aluminium alloys and steel, although in the former case the substrate will form an oxide layer after a while which offers a certain amount of protection in atmosphere.
Secondly, unless masked prior to powder coating, any object which is powder coated will have every square millimetre covered as it's an electrostatic process. See the
Wikipedia page for a complete explanation!