I have been a bullet caster for sufficient time that I have set back a variety of different alloys. Seldom will I oven HT/Q since I generally have the hardness I am seeking in and air cooled alloy. But there are times that it is beneficial to work with something a bit harder and I am pretty careful with my remaining linotype supply.
For me, it is not necessary to create a harder bullet by quenching. Even at that, I would prefer to NOT quench from the mold. I have never had a steam splatter when casting, and I prefer to keep it that way.
For those that do not have the necessary alloys to create the hard air cooled bullets, it is not really optional, so I have no problem with HT/Q or even quenching from the mold. These methods may be the only way to get hard bullets in years to come, so keep learning from others different ways to keep shooting.