No, this part of Colorado is relatively dry. I've got untreated steel parts (not aircraft parts) that must be 40 years old in my basement that haven't rusted.
The wrapping isn't entirely sealed - there's lots of gaps in it. It's mostly for protection from me being clumsy. I left the blue plastic on for the same reason.
I learned to fly as a teenager in Santa Monica, CA, and the aircraft there were definitely subject to corrosion. I'm well aware of that since I paid for my lessons by washing and polishing airplanes and saw them every day. But in this part of the country that's not really a factor. My 1955 Cessna 180 is nearly corrosion-free, in spite of not being primed, because it spent all but about six months in the dry middle of the United States. It's only corrosion came from that six months near the Delaware River, where it was tied down outside.