I am not sure that a file test would indicate anything. Krag actions and bolts were case hardened from soft "machinery" steel, that was probably close to our modern 1018. The original steel probably had less manganese than 1018, so it core will have almost no hardening effect whatsoever. If a receiver was thoroughly burned in heat treat or missed it altogether, it may have no hardness at all and be easily cut with a file. I think the krag parts that were case hardened were tempered after this and would have reduced the skin hardness a little. Again too much heat during tempering would soften the skin.
I have some tools that I sent out to get case hardened from 12L14 that would sort of resemble the steel in the Krags. The case is very thin and can barely be scratched with a file but it is pretty soft (and tough) under the case.
My way of thinking is a krag that has lived 100+ years was probably correctly treated. Building something new on one of these actions I would headspace towards the minimum to reduce hammering and moving the soft core material.
Modern case hardening steels like 8620 have very strong and tough cores, think Allen screws. You can mock harden 8620 with no case at all and it is about the same strength and hardness of 4140HT.