you can brake on a non-machined rim. it's just that machining makes the brake surface smoother and more even. on a non-machined rim the surface can be a bit uneven (especially at the seam) making for grabby or just plain weird braking feel.
on top of that, braking on a wet anodized surface sucks.
however, after a few days/weeks of braking, your pads will basically machine the brake surfaces anyway. if your pads are wide enough, it just ends up looking like a regular, dirty machined braking surface.
then again, some of *those* wheels are powdercoated, not anodized, so i don't know how all that would apply.