Even with a proper jig and well mitered tubing, cold setting is necessary.

I tack braze in the jig, then remove the frame from the jig to fully braze the joints. After brazing each joint, I cold set the frame on an alignment table before brazing the next joint. This way, there isn't any cumulative stress built into the frame.

Heat from the brazing will slightly distort alignment, so it's best to cold set as each joint is brazed.

My $.02.

These photos are from a Yellow Jersey repair of a frame brazed in the jig without cold setting after brazing each joint. The stress built into the frame eventually caused the head tube to fail at the lower lug. Notice the displacement of the top and bottom halves of the head tube when it was sawed in half, showing the stress built into the frame during brazing in the jig.