Though not common knowledge to the public, most gemstones are treated in some way to enhance their color and clarity. An untreated gemstone is a rarity. These treatments are common and widely accepted in the industry and normally do not de-value the stone.
Most retail jewelers do not divulge this information to their buying public or they themselves are not aware. If they are a reputable and ethical establishment then they will be honest if queried on the subject. Don't expect this information to be offered without inquiring first.
Heat treatment is the most common method used to color enhance gems. Tanzanite, which has become a very popular gemstone in jewelry and to collect is heat treated to obtain that gorgeous cornflower blue color with lavender tones and flashes of red. The rough must be heated to 600 degrees; otherwise, Tanzanite as we know it wouldn't exist.
Colored diamonds (which do occur naturally) are irradiated to obtain those most sought after colors of red and blue. Naturally colored diamonds are very, very costly and rare. The "Hope" diamond is an example of a natural blue diamond. Natural colored diamonds can come in a rainbow of colors such as blue, brown, yellow, orange, red, purple, pink, and green, but the cost is just to prohibitive for most people to obtain. Irradiated diamonds create those beautiful colors at a cost which is more affordable. Natural colored diamonds are radiated in the earth's crust which takes millions of years. Man has learned how to speed up the process and produce those same colors in the laboratory. Champagne and yellow diamonds are more abundant in nature and are not usually irradiated to obtain their color.
Topaz is another gemstone which requires treatment to obtain the colors it's known for such as the "London Blue" color which takes about 18 months to process. A recent popular color is called "Mystic Fire" which is a rainbow of colors in the same gem. Another popular color is pink. Pink topaz is much more affordable than pink sapphire. Pink is one of the most popular colors in gemstone jewelry. The "Mystic Fire" color was created by a process called bulk diffusion. Topaz naturally is white (also called silver) or the golden-peach color known as "precious" or "imperial" topaz which is the most rare and expensive of topaz. Due to the demand for the other colors such as Swiss Blue, London Blue, Pink, Mango, Neptune Blue, Mystic Fire, etc. white topaz (which is needed to create colored topaz) has become more and more scarce and risen in cost.
There are a number of gemstones that don't require nor will they take any kind of enhancement treatment. Their colors occur naturally right out of the earth. They only needed to be cut and polished to show off their beauty. Those gems that come to mind are garnets, chrome diopside, red spinel, and peridot.
Untreated gemstones are more rare and therefore may fetch a higher price than treated gemstones. As a collector or investor I would seek the non-enhanced variety if available and affordable.