Does color changing PLA require a hardened nozzle? I've seen comments about glow-in-the-dark filament being abrasive and would damage a bronze nozzle so a hardened nozzle is recommended.

Is the same true for filament that changes colour when warm (for example when held in your hands)?
The color changing material used in the filament is most likely a Leuco dye.  There are several types and some can be abrasive (just like the glow in the dark dyes); but, they aren't like putting sand through your nozzle.  Since brass is really soft, even something like the dyes can cause it to wear; but, it will take a while.

The safest bet is to use a hardened nozzle; but, if you are just doing a small print then it probably won't be too hard on the brass nozzle either.  I have heard of people printing an entire spool of glow-in-the-dark PLA with a brass nozzle then examining the nozzle and not noticing any wear.

Also, some people like the better thermal characteristics of the brass over the steel; so, they just stick with the brass nozzle for everything and replace it when needed.