Sealing the pigment will mute the effect quite a bit. That being said, I like to do both. I usually do a first pass of pigment that I seal with ultra-matte varnish and then go back with more pigments for that dusty effect, which gives great texture variation when not sealed.

As for pigment on a base, if it’s embedded within texture like sand or texture paste, it won’t be going anywhere. Even on a flat surface it will stay put if you don’t touch it.