anodizing is a chemical process to apply a layer of chemical to the surface of the material in question is it not. It uses electrolysis to achieve this, the layer deposited to the surface can wear out, but makes no significant increase in weight. (good for weight weenies).
So to answer your question. yes it can wear out, but will probably be better than a powdercoated surface which would have a thickness to it.
I have no direct experience of an anodized braking surface over the long term, just what I know about the process. I am sure for the purpose it is better than powdercoating. I have seen many wheels with black anodized braking surfaces around and they look fine, but never being an owner, I can't vouch for the long term durability.