All coal stoves rust inside, as has been posted by others there are many methods to keep them looking good and preserve the steel. So the following in no way represents the only answer, but I offer it based on my personal preference.
I paint the inside of the stoves I rebuild with duplicolor 1200* silver ceramic header paint. It works great and the aluminium particles grab onto the little bit of rust that might be left behind and keep it from spreading. The paint will eventually burn off the parts that get direct flames but if you clean the stove each season before storage it will not rust, or at least the one I did a year and a half ago is still lookin purty.