There is some advantage to heat cycling, but it is not stress relief. It helps prevent localized overheating. That is overheating at a high spot that is so small it can not be detected by normal observation. It also helps with clearances caused by expansion and contraction of the metal. For example the first cool down period is a good time to retorque the head and backplate screws. I suspect this is what is refered as stress relief in the past. But to an engineer this means tempering.