Dang... you've been busy!
Check your sealant's TDS (technical data sheet). It should list what materials it stick to. Bare steel may or may not be one.
If the sealant can be used on bare steel, I personally wouldn't prime the mating surfaces. Just prep the metal like you would for paint (degrease / 320 grit). Reason being: a good urethane sealant will adhere better than most spray paints (I'm assuming you're talking spray paint here), and most spray paints will leach solvents for some time that may interfere with both their own adhesion (when not allowed to gas out due to the sealant), as well as the sealant.
For the exterior surface, or the interior not mated, maybe so if you're not going to be painting right away & want to prevent corrosion.