heating a spring is def bad, it will crack at the heated spot, it ruins the temper of the spring steel... a cold cut will not cause any additional metal fatigue at the cut though.
ask infiniti if it's alright to turbocharge there car, they'll tell you that they recommend you don't tamper with the stock emmisions or drivetrain. ask apple if you should jailbreak there ipod, they'll tell you that you shouldn't blah blah blah, & that you'll void your waranty, ask most manufacturers of most products & most will recommend that you don't alter what they engineered, plain & simple.
there are a lot of reasons why a manufacturer will not recommend altering there products, some are very valid, some are to avoid liability & some are to protect the integrity of the product, but if no one modified anything from it's as delivered state then the world would be a very boring place
bumping compression & improving airflow will increase power, hacking an electronic device can provide fuctionality beyond what was originally available, & cutting a spring reduces it's installed height & raises the spring rate. there is no tabboo or automatic "you're screwed" from reducing the installed height & raising the spring rate as long as they are done in moderation. in a situation such as the H&R's on the fx, with a 1/2 coil cut, a 1/2" reduction in installed spring height is the result & not enough to reduce travel to the point of bottoming, full suspension travel is still achieved & the usable range of the suspension is not comprimised. the spring rate is increased by ~15% give or take, this does not ruin the ride, does make it a bit sportier & a little stiffer, maybe more eibach like? handling is improved, there is no danger of suspension failure or altering the alignment in a negative way.
cutting a stock spring is stupid if there are replacement springs available to achieve the same goal more correctly, but minor modifications to mechanical parts are very common in the world of moddified cars, & swapping & moddifying springs are no different from swapping & moddifying brakes or an engine or an exhaust system or altering suspension geometry, sure you can screw something up doing any of these but if done in a way that works well there can be good in modifications too...