aluminum? I never have. different porosity, oxidation rate or something.
from a welding perspective the difference is iron rusts slowly and continues to infinity (hence the need for seasoning, sealing, priming etc). but aluminum only acquires a tiny layer of rust within a few hours and stops. which is why it's a pain to use a mig welder on it as that layer blocks the electrical charge and one has to keep sanding. so it's like the Quentin Crisp quote "after a certain point it really doesn't get any worse"
ok he was talking about housekeeping, but you see the point.
You can season it just like a cast iron pan using cooking oil in the oven or on the stovetop.
That being said, many people do not season aluminum cookware. Iron based cookware like cast iron and carbon steel has to be seasoned because rust can form and deteriorate the cookware, and they take on the seasoning very well. Aluminum, on the other hand, form aluminum oxide which is very stable. In short, you don't have to intentionally season an aluminum pan, and many people do not.
I would simply continue to do what you have been doing.
The benefit of a little seasoning is letting it be more towards nonstick on the continuum. This can be a good thing with a corn stick pan. My mother had an aluminum pan she used to cook pancakes that was seasoned. I just bought a couple of aluminum corn stick pans that I will season.
"[H]ave to be seasoned..?" No, but it helps a lot. I recently posted instructions for treating an aluminum omelet pan. http://chowhound.chow.com/topics/875513 If your cornstick pan is smooth, I would just do this.
If, on the other hand, it has ridges and pockets (made to look like rows of corn kernels), I would scour it really well with a fine wire brush before the washing and seasoning.