On Tuesday, May 15, 2018 at 7:23:43 PM UTC-7, John Doe wrote:
Should I worry about temper when cutting through a 2 mm diameter
stainless steel bicycle spoke using a rotary tool?

After the cut, I dipped them in a cup of water, with a little fizz, if
it matters.

We do not cut threads for bicycle spokes, we press them with rollers.

Rolling threads after cutting to length will work-harden the stainless.
That's probably OK, the spoke mates to a brass (relatively soft)
fitting, and hard-against-soft is good. Soft-against-soft is weak,
and hard-agaiinst-hard promotes galling (the parts bind and stick).

So, no heat treatment seems required. Unless, that is, the wire
is hard-drawn and the thread rolling requires an initial anneal?

I'd worry more about the implication that the wire isn't clamped
in a heat-sinking vise when the cut is being made; that cutting disk
will last longer and cut better if you don't hand-hold the tool and
parts, but make a position/clamp/slide jig to move the
spoke into the wheel (with the rotary tool held stationary).