For one simple reason, there is no relationship between bonding a heat exchanger and anode consumption, the heat exchanger and the rest of the vessels anodes, those on the hull, are in two different bodies of water, and thus there is no ion path, and as such those other anodes offer the heat exchanger no additional protection. Bonding or not bonding the heat exchanger should have no effect on HE anode life.
Bonding of underwater metals does, or can, offer them protection from galvanic and stray current corrosion, however, in the case of galvanic corrosion the protected metals and the anode are immersed in the same body of water.
For seawater, you can use either zinc or aluminum anodes with good effect.
There's no harm in bonding the HE, it might, in some rare cases, protect it from stray current, if the outside of it got immersed in bilge water.
More on bonding systems here https://stevedmarineconsulting.com/w...tems138_05.pdf
Anode selection https://stevedmarineconsulting.com/g...ode-selection/
Lying Herring Bay, Elovoi Isle, AK