When I was in the turbine business, ceramic coat is/was used there with moderate success coating inner combustion liners and turbine blading, still working the bugs out, 1st attempts were 100% coat, but due to thermal transients, and the ceramic being a "hard coat" it was not happy with big temp swings would crack due to thermal shock liberate and due to it's hard nature become DOD material.
Current process there now has thinner coating on targeted areas which does erode over time, but extends the life of hot gas path components 1/3-1/2 longer service life than uncoated turbine blades, nozzles, & combustors. Ceramics have almost no "elasticity" work well on basicilly non moving parts like piston tops, things with dynamic forces like rotating mass in a turbine wheel ceramics applied to those are happiest with constant temperatures ie "base loaded" power generation machines.
My guess as to why no internal housing coatings is the risk of ceramic coatings, "hard material" coming off and damaging the turbine wheel rotating at high speed, this is an assumption, to get ceramic to adhere properly requires hospital cleanliness of the part being treated, and the material being coated has to be heat treated to the nth degreee for the coating to remain.
I've been on copy for several post failure analysis reports of turbine parts that failed because heat treatment required said preheat for 5 minutes, some have gone under, & some have gone over and the heat treatment coatings be it platinum aluminide or ceramic treatments have failed.
So extrapolating from this experience I would surmise that while possible to internally coat, that cost to do such or care required to do it properly with ecxeption of a "custom order application" is probably out of reach that most would be willing to pay for.
External coatings if they flake off won't cause much harm, in things like a inner turbo housing also I imagine since application of a coating actually builds up material it might be difficult with most typical application processes to maintain coating thickness in a manner that does not encroach on tight clearances of things like turbine seals, and case to rotor fitment.
I was going to have my GM-8 external coated back in 2004, at the time coating that Jet Hot was using then was having issues with flaking off due to thermal transients cracking the coating, their recommendation was thermal blanket, until they got issues resolved, after Katrina our local Jet Hot shop got flooded out and never returned so I really haven't put much more effort myself back into that pet project, since then my ATT has replaced the GM-8, which one day will get external coating if fo no other reason than to cover the rust color of the bare metal turbo.