AFAIK when you heat up a piece of steel to high temperature and let it cool down slowly (as opposed to shock cooling by say submerging it into water) steel gets softer - that's called tempering. Steel getting softer means it can bear less load without getting deformed.
Suppose we connect parts of steel skyscraper with steel rivets. We heat them up in fire and then put them into holes and deform their tails. While the rivet is inserted inside a rather cool surrounding construction (and being deformed) it cools down which more or less resembles tempering process.
So it looks like installing rivets leaves them tempered and so rather soft and prone to deformation.
How is this process of rivets getting softer and "weaker" accounted for?