We have a few bits & pieces built at work for harsh environments, and we'll get it zinc plated before the powder coat goes on for an extra level of resistance.
The other thing is that blasting doesn't necessarily remove all the rust, and like a weed, if you leave the root in the ground it will come back.
A blast, rusteater, then rust converter before a zinc primer/ zinc plate might be a more complete way to do it.
I had some steel MG wheels done professionally and had the same experience. The rust was back within about 12 months.