It needs to be sealed....immediately, for various reasons:
1) it will be immpossible to really clean and disinfect the bare wood. It will soak up feces and urates and stink forever and be a harbor to germs.
2) pressure treated wood contains arsenic and other toxins (hope you wore a respirator when you sanded it).
3) pressure treated or not, repeated exposure to moisture/ cleaning agents, etc. will cause the wood to deteriorate, at least from an appearance standpoint (look at most decks after a year or two if left unsealed).
Check the caging forum for an appropriate sealant. I think polyeurethane type sealants work, but require a long drying and curing time before they can be used.
You'll kick yourself in the long run if you dont do it. It looks great! Kepp it protected so it will give you years of good use.