" I noticed the frame/jamb face against the framing isn't finished as they are installed and can't be accessed. Is this a problem? "

If this is the outside edge of the window frame and installed to the studs, not really an issue no as that should all be covered and protected between the window trim, etc. If not what I mentioned you would need to post pics.

" I also noticed that there is exposed, uncoated wood on parts of the (casement) window frame when it is opened. I will have our painters apply some kind of finish/sealer from the outside with the windows open to seal it. Do people usually do this? "

About the only way to finish it unfortunately and it must be done.

Thank you Millworkman. I really wish we'd had an option to finish all surfaces before install. I am making sure all 6 sides of the doors see finish (I've been reading your comments!)