You are correct. That's the anodizing. You can't polish the piece until the anodizing is removed. A lot of people have luck with removing the anodizing by spraying oven cleaner on the parts. Not the fume-free stuff but the heavy duty stinky stuff.
The anodizing seals the metal. With the anodizing removed and the part polished, it will need to be re-polished often to keep its appearance.
