The tubing used in making racks is anealed 4130, welding it will not cause it to harden significantly since there tubing is never quenched as part of any of these processess. Normally if people say anealing is needed they don't know what they are talking about.
It's interesting how the various craft groups hold different prejudices. On the motorcycle groups where people were mostly from mild steel backgrounds, all sorts of misconceptions about 4130 existed. Normally aircraft guys are very knowlegeable assuming you are talking to the guys who really do it. Interestingly I read a text by one aircraft expert welder that stated categorically that 4130 should never be brazed, because it propagates cracks. I guess I might take that seriously if I was building an aircraft, but good or bad it works on bikes.
Brazing does work on racks, and part of the reason probably has to do with the rather limited loads involved. I use silver for racks.
You can weld racks also. It is hard to run a perfect bead around the tubing. Some racks are held with spots (yuck) and others are held with straight runs along flatened sections. Surly does that and it is a widely practiced approach in industry. Where the tubes won't shift in one direction due to a 3 dimensional structure, but they are heavily loaded in the other direction, in line with the plane. Triangular TV towers pre-cable, and some shoping carts do this. Check out some stuff and copy what you like.