The oils in coco will oxidise and the wood will darken and the brilliant colors will dull pretty quickly, putting a finish on it will slow the process down some... sorry to throw shade, just the nature of coco, and most other oily woods....
Coco breaks everyone's heart. I had a pen blank that had white, purple, yellow as well as the oranges and brown after I was done spinning it. Eventually it all darkened to orange and brown. Still looked nice but not nearly as pretty. You can finish it right now but if it's for sale make sure your buyer understands it will continue to darken.