Why are heterogeneous catalysts calcined?
For heterogeneous catalysis calcining of the catalyst allows for the following:


mechanically and thermodynamically stable macrostructure (matrix) with defined geometry, surface and pore size;  
predictable activity based on calcining regime (generally, there is a temperature peak for maximum activity, and further extreme temperature treatment often lowers catalyst's activity);  
pure composition without traces of organics and majority of other undesired impurities;  
production convenience and scalability (for example, metal oxide catalyst manufacturing process can be easily implemented within mining and processing plants);
when distributed over support, more uniform distribution of metal oxide is achieved, and upon slow treatment crystallinity of the catalyst can also be tweaked.