There is nothing wrong with leaving it unfinished so that the fragrance can be detected.
However, unfinished pens will begin to show dirt build up in about 3 to 6 months. "Planning" can give the best of both worlds. If you are giving this for a special occasion, (i.e. birthday, Christmas etc) then give it for the person to enjoy for a few weeks or a month, then take it back for "finishing". Give it with a card with the pen that states something to the effect:
"This pen has an aromatic aroma that will dissipate in about a month. It will need a good finish to preserve the wood's beauty, but I did want you to enjoy the aromatic wood. Please enjoy the fragrance as long as it lasts and then return it to be finished so that the wood is better preserved for long term use."
Of course, you will need to tweak that to suit your situation. One minor problem is that you will need to knew how to disassemble the pen to apply a finish. If you are familiar with this process, it is not a problem. Usually, disassembly is not too difficult, and once done, becomes an easy process.
Don, in his post above has the best solution. I did have a request once for a cedar pen for its fragrance but I know that once it lost the smell, I would have to finish it for the person. I did that easily enough. The person was happy. (Note - I didn't say "customer" because it was a friend.)