As someone who's been-there-done-that, I'd say you'd BETTER so something to keep the wood from warping. I painted only the outside of a nice little freight depot and had a heck of a time getting the walls straight again. I have 1/4" square basswood glued to the inside of all four walls. It looks OK now, but I wish I'd had the forethought to prevent the warping in the first place. That's the only wooden kit I've built so far, so I can't comment on the best method (i.e. sealing it, or painting inside too, or whatever).
Good luck!