If you are concerned about rust just get it rust-proofed. Most dealers add this as an option, but there are tons of companies that provide the service aftermarket. Iíve done this with all of my trucks, and the companies that I have had do it offer a lifetime rust warranty.
If you donít rust proof it, then you still have the GM warranty. The items you have mentioned donít require paint anyways, and if you have some rust it will just be cosmetic. Iíve owned Chevys and GMs for over 15 years and have never had any rust issues. My í03 2500 HD doesnít have paint on the parts you mentioned either, but it hasnít resulted in any problems.
I think you need to think ďBig PictureĒ here. I would be more concerned about the engine & drivetrain as opposed to paint on parts that donít really require paint. You made a good choice, the Chevy will provide you with years of reliable service.