It's wood and was probably selected for its natural beauty; however wood is always going to pose a maintenance issue. Your options are:
1) Apply sealer and acknowledge the gradual bleaching caused by the sun. Expect to have to reapply every 2-3 years
2) Sand and restain and seal. Ditto
3) Sand, seal, and Paint. This will hide the beauty of the wood, but will probably hold up 5-10 years
4) Replace them with a synthetic material

Not to make light of your apprant disappointment, but even a stone castle needs constant upkeep.

I've had good results with an exterior oil based product by the name of Sikkens. It's used on boats a lot. It comes clear and tinted in various shades. Recently used it on an exterior wood front door that was badly weathered and it turned out great. Good luck.