Heat causes most chemical reactions to accelerate.
Therefore, if you take a piece of mild steel, heat it and do nothing else, it will rust. In order to not have your work rust, you must exclude oxygen from the metal. The amount of humidity in the air determines the kind of finish you will need. Areas having low humidity, like New Mexico, could use an oil finish for both interior and exterior work. However, areas having high humidity, like the East Coast, require stronger coatings for exterior work.