A major for this reason is thermal stress. Unless every part of the steel goes through the exact same cooling cycle there will be parts of the steel where most of the carbon atoms are pushing the iron atoms apart and regions where a smaller fraction of the carbon atoms are distorting the iron lattice. This sets up severe mechanical stress in the steel which may cause it to spontaneously crack. As quenched the steel is probably harder and more brittle than you want. The hardened steel can be made less brittle and thermal stress relieved, tempered, by heating it to a specific temperature for a specific amount of time.
Tempering is always a compromise between hardness and stress relief.
You cant heat treat a nail. Heat sources I have used three different heat sources. Light up a medium size pile of briquettes, fan them to get them glowing and plunge the steel into the mass. When the steel is medium red quench it. The advantages of the Weber are that you can do large pieces, there is very little danger of overheating the blade and it provides a reducing atmosphere so there is little chance of de-carburizing the blade.