sounds like the only down is putting it on then?From what I gather, the vinyl would just peel off. Plus the process of annodising actually makes the colour you see part of the metal (like oxidising the aluminium). The only way to remove anno is to strip it chemically or by physically removing the layer of aluminium in which the colour is embedded via the likes of scratching, sanding, etc.
So in short, I would be very surprised if removing the vinyl wrap did any sort of damage to the anno.