I'd be interested to know if stock conventional cross slide lead screws are hardened. You could do a rudimentary file test on the end just to see. I think ballscrew assemblies are hard(er) but suspect they are ground? I've had a tough time locating hardness of annealed O1 but guessing maybe 90 RB? If typical phosphor bronze is say 65 RB, the O1 will be ~40% harder.
The other issue with heat treating something long & skinny aspect ratio like a shaft is potential warping in the quench no matter how you dip it. You go air hardening but that's a different animal again.
I suspect there is more to 'wear' when it comes to dissimilar materials. You often hear a steel part will wear running inside a nylon or UHMW bushing, yet the plastic is much softer. Micro lapping maybe? I'm curious by the time a lead screw is clapped out, has it gone through 2 bronze nuts? Or maybe if replaced same time its because the bronze nut is being progressively tightened over time via anti-backlash adjustment so is kind of consuming itself like a lapping element?