Powder coating onto mild steel IS heat treating. The metal is heated up very quickly, powder coated (dipped in very hot oil like substance), then allowed to drip dry, then re-kilned in a very hot oven, lastly air cooled so the metal is very malleable. It's okay until the powder coating is knocked or chipped, then the water combined with air will rust the mild steel.
Stainless steel frame made out of 3/16 gauge is better because it's much stronger (tensile) and won't rust.