So I could go straight into the flame with the thicker rod with out worrying about thermal shock. The thin color rod isn't an issue, but when you get up over 12mm, it can crack from heating too quickly. Rod from the factory is traditionally just pulled and cooled as fast as it can be at room temp. Boro in the smaller diameters isn't shocky, even when treated this way...
For really shocky soft glass, annealing can also help. Soft glass color rod is treated the same way and can have a lot of stress in it... if a factory annealed every thing, it would drive the cost way up.... so i only pre-anneal thicker rod in boro or particularly shocky soft glass.