Actually, it is kind of the opposite. Brass "work hardens" from firing and sizing. Which causes "springback", neck cracking/splitting, inconsistent sizing, etc. Annealing softens it, meaning consistent sizing and neck tension. I anneal every single time I size/load. I want my brass the same hardness each time I load it. Not a little harder, then a little harder, then a little harder, then annealing it back to soft. This works for for some guys, but I want consistency. I do not know if it helps that much, but even .05" better accuracy helps. So does low ES/SD from a consistent tension.
Steel is tempered (hardened), by being heated and quickly cooled.