The El Yucateco brand paste that I normally use only has sodium benzoate as a preservative. It is, however, already flavored with garlic, spices, and so forth, so if you see a recipe asking specifically for achiote seeds, you should use the whole seeds or the powder (depending on what the recipe prep has you do with the achiote.) The commonly found El Mexicano brand is similar, with the addition of FDC #40. I personally have never noticed MSG in the achiote pastes, but I normally only use those two brands.