My understanding is that the heat treatment, as a whole process, is mandatory in a user knife.
You may expect no (or poor) heat treatment in a $2 cheapie from Pakistan or China, but in any respectable branded knife here -- either made in the US, Taiwan, Europe, China -- to have at least some heat treatment process (even if it is not to the quality of a Bos technique).
Without heat treatment, the blade steel will be incredibly soft so as that it will barely hold an edge. If done incorrectly, it may be so brittle it will shatter on impact (like a file).
Needless to say, asking if a respectable knife has been heat treated is like asking whether your automobile's engine has oil in it. It is worthless without it; an exceptionally poor example may not; a second-hand one may have its temper ruined; a failure of QC may cause it to be missing it; but, for the most part, it is mandatory.
What you may be referring to is the cryogenic treatment. Certain mfg's who will remain nameless like to boast their cryo treatment, which, which used properly, supposedly can enhance the performance of your blade, but I am not positive about this part.
Another possibility: Many mfg's like to mention that their steels are heat-treated by Paul Bos. Bos is a particularly well-known heat treatment expert, and steels that are supervised by him are almost guaranteed excellent.
-jon