It's probably oil from the compressor used for the sandblasting, which can escape through the rings and get into the air stream. If the parts need to be pristine, you might look for an oil-less compressor to do that with (divers use them to fill their tanks). Aluminum usually comes with that blue plastic on it; if that was a problem for anodizing, they wouldn't use it. Polishing often will leave residues as well, from the grease-based compounds used. But those can usually be removed by cleaning the parts afterwards.