Anodization <=> oxidation of aluminium ..
The surface of anodized aluminium is harder and resistant to corrosion as aluminium oxide is an isolator ..
The performance difference between an anodized black heatsink and an identical heatsink, also anodized, of a different colour, or raw aluminium, is negligible, other than looking cooler ..
The visual color of a material doesn't necessarily relate to its emissivity. Some black materials radiate poorly, some white materials radiate well. The only way to be sure is to measure it or check the material's specifications.
If you blow air over the heatsink, its surface finish becomes less important.