There are differing opinions on this. Some say the bondo will absorb moisture and rust the panel beneath it if you don't paint it. Some say the bondo sticks better if you apply it to bare metal.
There are different opinions on this. Next spring when I paint my 66 Fastback I'm going to put an epoxy primer on it and then put the filler over top of it. I have put filler over metal a couple times before and it bubbled up later on. I'm not an expert so I may have done it wrong.