There are two possible issues with hardcoating aluminum that thin. First, Type III hardcoat process uses a higher current density than Type II. The electrical current is transmitted to the part through some contact points (typically four). Being so thin the part would have limited ability to transfer and disseminate the heat generated at the contact. This would most likely result in burning at the contact points. The edges, and particularity the corners, would also have a propensity to burn due to the electrical field effect (similar to a lightning rod attracting more current at the point).
Secondly, if we were able to get past the first problem, the .002 hardcoat could craze if the part were bent. If you are looking for corrosion protection probably the best anodized solution would be standard Type II sealed. You will have better quality results with that process.