On the Gibson site they do state the zakk signature has 'no finish' on the neck. However, anywhere else I've found talking about it says the neck is oiled. I guess strictly speaking it is false advertising, but they are no doubt trying to communicate the fact that the neck is not finished in the traditional sense with paint / lacquer.

If it was truly unfinished you'd end up with splinters in your hand as well as the structural problems aschleman has mentioned. If you ever caught the back with your nails, you'd probably cut grooves in the wood too. I like oiled necks myself, so would probably get some sandpaper and tung oil and get to work... or pay a dude to do it if you prefer.

If it's really a problem on a guitar that cost a couple of thousand dollars, paying a lutheir a few more to refinish a neck if you don't want to do it yourself is probably a drop in the ocean....