In reply to the question; do bend notes have to be broken in, I would like to note some facts from metalurgy.
Metals are made of crystals. When a metal is annealed the little bitty crystals of brass (for instance) are heated until they just begin to realign. They really want to become one big crystal. As the metal is flexed after cooling these large crystals break (like a pile of glued together saltine crackers), this is called work hardening. The brass becomes stiffer and more brittle.
You can demonstrate work hardening to yourself by taking a coat hanger and bending it back and forth until it breaks. Just before it breaks it will seem very stiff, that's because it is stiffer. That's work hardening.
The only way to reduce work hardening is to anneal the metal (generally heat it up to cherry red - dull red in the case of brass). I strongly recommend that you do NOT do this to your harps as oxy-acetelyn torches tend to have detremental effects on harmonicas in general ;^}
Note that the stiffer the reed the higher the note will be (for the same mass of reed). What this means in a nutshell is that I personally don't think that a harp needs to be broken in. IMHO it is folklore. I see no physical reason in the harp why this should be.
Note: This does not rule out changes in the player system. There is no way to isolate a harp from the player. They are a team, and they must match. This is quality harp playing. The harp responds to the player and the player changes style slightly to fit the peculiarities of the harp. This is why it takes a new player-harp combination a while to "break in". The player must get used to doing the things he/she is going to do on that harp.
-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_-_ Only our concept of Time makes it possible for us to speak of the Day of Judgement by that name; in reality it is a summary court in perpetual session.