The artist decides whether to varnish their work or not. The only thing the framer has to worry about is if the paint is dry.
If you are worried about the frame sticking to your paint, you can always rub a little paraffin along the inside of the rabet.
The varnish decision depends on many factors. Is it oil or acrylic, how long to you want it to look new, and where it is meant to hang, among other things.