Phillip I really enjoy turning olive wood. It smells wonderful. It can be good looking wood or amazingly figured.
I have finished with ca, ca/blo, myland's, and nothing. For no finish I sanded through 400 then mm. The natural oils in the wood left it glossy enough for me and I could still smell the wood.
Every one has opinions about glossy and the "plastic feel" of ca. I use it and other times I don't.
I have one pen that I put a little evoo (extra virgin olive oil) on as a finish. Probably ought not to have. It was a dust magnet and got a patina (not one you'd want) from handling. I ran it back through light sanding and mm to clean the oil off it and since then I'm happy with it as it is. I kinda like some natural wood pens - cocobolo is another I like to smell and any finish would block the fragrance - but those are my pens and not ones for anyone else so I don't worry about how they'll hold up over time and wear. trade offs to more enjoy the wood I guess.
BTW you can find other olive wood a lot cheaper than BOW. I couldn't tell you the difference in them other then one doesn't get the certificate of authenticity from Bethlehem.