As you hammer, bend, size brass, it work hardens and become brittle.
When it becomes brittle, neck tension is uneven and/or inadequate and cases can/will split.
Heating the neck and shoulder makes it soft and pliable which again makes it possible to size with even neck tension and fire safely.
The case head must remain hard to stand up to pressures. So, you never want to anneal the case head/web.
It's doubtful that the average guy can improve the properties of factory brass until it's been work hardened through multiple firings/resizing.
-- richard