Hi Dean,
You are correct in saying that they do not react to badly, on the Galvanic Scale Aluminium and Galvanised Steel sit side by side so that is good and means little galvanic reaction between the materials. The further apart two metals sit in the scale the more galvanic corrosion will be. Aluminium is slightly less noble than galvanised steel so any corrosion will be on the alloy.
Also don’t forget to have a galvanic cell you need an electrolyte, so you will only have corrosion when water is present, if you wash down your rig with fresh water and store under cover I would not be worried if most of the time the connecting materials are dry.
There are plenty of nonconductive coatings, sealants and paint around if you are really concerned, if applying a nonconductive coating, coat the more noble metal.
Cheers.