All the instructions I read for annealing case necks/shoulders call for quenching the case in water to cool after reaching proper temperature. It seems to me that this would actually harden or temper the case instead of anneal it... at least that's how it works with steel and cast bullets. Wouldn't a better approach for annealing be to allow the brass to cool slowly?
Thanks!

Brass doesn't act like ferrous metals: quenching doesn't harden it. It really doesn't matter if you quench or not. The primary reason people quench is to make sure the head doesn't get too hot (and therefore, soft). FWIW, Dutch.

Brass doesn't harden with quenching like some metals. Cartridge brass usually hardens by mechanical action, although aged/old brass is harder than new brass. Most probably use water because that is how they were shown. And if one is really prone to overheating the brass then at least the case heads should not soften under the waterline. You can find many methods and ideas. Best-o-Luck