Found this in The Baker Gun Quarterly, November 1904, “A General Description of the Baker Gun”. This might explain why the frames were not heat treated.
Frames – All our frames are forged from the best selected steel in our own factory, under hammers of 1,000 to 1,200 pounds weight, thoroughly refining the metal and insuring freedom from imperfections. They are accurately cut by machinery, fitted, polished and thoroughly ease-hardened, which produces fine colors and a hard wearing outside surface, while the texture of the inner portions remains tough and sufficiently elastic to withstand hard strain and shock.

It also appears that frame steels had a carbon content < .25% so could not be through hardened.

AISI 8620 (C .18 - .23%) is a chromium, molybdenum, nickel alloy steel often used for modern shotgun frames, and is easily carburized and machined when annealed.