Many high performance toothed couplings certainly are hardened. I have a text called the "Maag Gear Book". In connection with MAAG toothed couplings, I quote from this text :
"All external teeth are surface hardened and ground with slight crowning ..... the internal teeth are shaped into the through hardened components. In order to avoid distortion, no further heat treatment is normally applied. If necessary, the internally toothed parts can be nitrided, in which case care must be taken to minimize distortion."
However, this is top of the line Swiss stuff, not El Cheapo. You get what you pay for.
However, they also say "One exception is that of the couplings for high torque at low speed, such as are used in the cement industry. Here the external teeth are not surface hardened."