Annealing is in fact done to the tang of Case knives, Queen knives, and many others. The annealer is generally aimed at softening the entire tang and ricasso area of the knife.
There are several reasons for this. The primary reason is for safety. When a knife us used, and sometimes mis-used, a manufacturer wants that knife to "bend" and not break. If the tang and ricasso are annealed, this allows the knife to bend when put under excessive stress. That bending, instead of breaking, makes the knife infinitely more safe for the user.
Other reasons for annealing are structural or for hafting purposes. A softer tang and ricasso will be scratched by the liners instead of binding. Any mis-alignment of the blade will be corrected with use of the knife. It allows the blade to find a "track" and move freely. It does help with the action as the ricasso wears against the liners instead of binding up.
Then, when hafting the knife, if blades need to be bent, adjusted, moved and or tweaked, it is easier to tap them and have them bend at the tang instead of in the middle of the blade. It helps with alignment not only when the knife is made, but later on if a user "boogers" the knife a little. It can be adjusted back into place without breaking the blade. The tang and ricasso are less brittle and therefore less likely to shatter. This is particularly true with knife blades hardened into the Rc60+ range.
I hope this information helps.
Keep Care,
Pappy