It takes more than heat. It needs moisture to complete the chemical process that seals the pores.
Here's a short snippet from a very good article on anodizing:
"For clear coatings, sealing in boiling deionized water converts the amorphous form of aluminum oxide to a more stable crystalline hydrate form.
This reaction tends to “plug” and “cap” the oxide pores. Dyed anodized aluminum requires specialized sealing in nickel acetate, to prevent bleeding and to improve light fastness."
The rest of the article (8 page PDF) is here:
http://www.p2pays.org/ref/02/01433.pdf
I found it to be a worthy read...
steve