The hardness tester that I use is called a "micro hardness" tester. It uses a controlled force to push the point of a very small diamond tipped probe into the steel, and determines hardness by how deep the probe goes. We're talking thousandths of an inch. You can barely even see the little spot where the probe was. Most platings are a few thousandths of an inch thick. I noticed that the hardness of the shaft was considerably higher in an area where the coating was intact, and considerably softer where I had belt-sanded the shaft surface flat. It didn't get hot in this area, so I don't think that I softened the steel.
The only other explanation that I can think of is that the sanding may have left the shaft surface rougher when viewed with a magnifying glass, which could possibly have affected the hardness readings.