Annealing copper softens the copper up so that it won't break or crack. Any bending or movement of the gasket will stiffen the copper and make it brittle, so annealing is necessary every time the gasket is changed.
This video is a bit shaky because I was recklessly recording with my iPhone in one hand and a torch in the othe. It is also cut short. What you don't see is the copper reaching a dull red glow before I doused it in a bucket of water.