One thing is for sure, you won't hurt your saddle using Proofide -- unless you use too much

Just ask Brooks.
As for heating the saddle being a bad idea, I heated both my B-17s before, during and after treating one with Proofide and one with neatsfoot. The saddle with Proofide was about as firm as before and the one with neatsfoot was notably softer. Go figure.
Any leather product will become hard as a rock after 35 years if not conditioned regularly. The natural oils dry out and need to be replenished.