Same in my bike. Front wheel has a rough finish, rear one seems smoother, but a little rough also. Be careful with the primer, you must use an epoxy primer ( fosfatant ) before you apply the color, otherwise bubbles will appear under the paint with the time.
I think that, if it's a factory finish, why not to let them as is.
Check also the aligment of the rims, Magteks tends to bend a little with the use, bumps, years .... , and check the bearings too, probably you'll need to replace them ( and also the seals )
