york,
From my experience, primer is omitted in close tolerance holes because installation of the fastener can strip the primer off, leaving you with a non-uniform contact region and looser fit than desired. If you are concerned about corrosion, due to environment or dissimilar materials, suggest wet installing the fastener, changin fastener type to a plated one compatible with your base material, and/or externally sealing to protect against moisture intrusion.
Have fun.