[Accelo]

It was silly to leave a freshly blasted cab outside. It doesn't really look all that bad. I would hit it was a DA sander, to remove the rust, and a self etching primer and move on.
Soda blasting leaves a smooth surface, but it will not remove rust. It is slower and the cost is slightly higher. Bet the vendor never even sold it as an option?

I am assuming it was blasted with glass. The guy should have been upfront and let the customer know what it will look like when finished. A glass blasted surface is rough but I will include comments from another post when blasted with glass. I would give them credit but can't find the link right now.
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Yes. My sandblaster primes with epoxy. Not only to fill and smooth, more because it will protect the metal same as paint for quite a long time. If you're not going to paint for a while you want to use epoxy.

I only clean the surface and just generally use etching primer (overkill here) or sandable/filling primer. I have never sanded the bare metal and all my painted pieces come out smooth and shiny as any. I want that roughed up texture because it grips the paint