Even the early Romans heat-treated stones to transform boring into brilliant, just as our modern gemologists do.
That's because there would be very few colorful - yet affordable - gemstones on the market, as it's very rare for gems to naturally occur in the rainbow hues we love.
Affordable is the key word here.
Robert James FGA, GG, gives this example: A rare 3-carat sapphire that comes out of the earth a brilliant blue could cost you upwards of $20,000; compare that with $1,500 for the same-sized sapphire that earned its color through heat treatment.
Some gemstones wouldn't exist without heat treatment.
Citrine is heat-treated amethyst.
Purplish-blue tanzanite starts as dull, reddish brown.