People ask this all the time so I thought I’d post my basic thoughts on the subject.
I always recommend at least “sort of” sealing plaster castings to remove some of the porosity. Perhaps “priming” would be even a better word than sealing. I use flat white spray paint. A couple of light coats. That way when you apply either your paint or stain it will flow on more naturally and evenly than if you applied it to raw plaster. It allows you to get a smoother looking, more even tone to the base coat. You also have a little bit of time to “work” the color. You have less of a chance of the color coming out too intense or dark as well. Finally, when your painting/staining is all done, you can ever so lightly “buff” the surfaces with very fine steel wool or polishing sandpaper to make all of the details and highlights “pop out”. It’s sort of like dry brushing but instead of adding paint you’re taking just a tiniest bit of paint off the tops of the high points. It really “makes” the model IMO. Understand that I’m not saying to seal the plaster so that is like plastic or resin, but rather, just enough so that each and every brush stroke does not get soaked in instantly.
Not sealing the castings, IMO, increases the risk of the following happening: A blotchy looking, uneven finish that looks “brushy”. It also increases the chance that you’ll end up with “solid looking” dead toned walls, rather than richly toned parts that look like they have natural age, patina and years on them. You don’t have any time to “work” the color you’re adding, as each and every brush stroke is soaked in instantly. True, you can “build up” colors, one thin wash at a time, but you can do that ever better when the castings are sealed because you can control it so much better. Also, unsealed you have to wait long periods waiting for the castings to completely dry so you can