To my knowledge, barrels are never heat treated in the sense of hardening. I don't particularly know about Winchester Proof Steel, but many of the higher alloyed steels are a bit ouchy for warping at elevated temperature. That may be what is meant. More likely, IMO, is that the machining of the vertical dovetail and solder assembly was cheaper in the plant than the brazing assembly process. Once tooling is in place, machining is cheap compared to hand work.