No, only some are shot-peened and you don't see much of this anymore because the super lightweight sector is now dominated by carbon frames. The surface of a shot- peened metal is like orange peel. Google "shot peen surface" with Google's images function to see what is to be expected. However, if you remove some paint with paint stripper and the surface underneath is smooth, it wasn't shot peened. Still rough sanding is not recommended on alu frames because this could be the starting point for cracks. Remove paint chemically, sand lightly with very fine waterpaper, repaint, go for a ride and drink a beer.