This is what I have on my San Jose built (Oct 65) 66 "K" car. All items came with the car, I refinished them.
I would think that Ford would not use a wing nut without some type of finish, cadmium or zinc plating. The wing nut is one of the first things you see when the trunk is opened and a natural finish would rust. That being said, there are three possibilities for the finish on factory installed wing nuts, cad/zinc, phosphate or none. We already know that NOS parts are "sometimes" different than original so when you get a "genuine" NOS anything, be leery (don't reject it, but be careful). We also know that after 50 (almost for a few) years a part will show its age. In a few instances it is called surface rust. You can get surface rust on a steel part from the moisture on your hand.
I think I'll err on the side of preservation and accept zinc plating.
Jim