My uncle shoots 1000yd benchrest competition. He anneals after every shot. It's the only way to keep the exact same neck tension and seating pressure. It must work because he has shot some sub 3" 1000yd groups with a plain Jane 6mmbr.
Another thing annealing does is help with neck seal. As brass work hardens it will loose its ability to seal up under pressure. This will be noticed by sooty necks and shoulders. Annealing this area usually fixes the leaks.