Depends entirely on the tree. Most
trees are "suitable" for a particular climate because that's where they can survive (or
fruit), not because that's what they adapt to. A fig in zone 4 won't survive, and if the roots do survive through whatever quirk of environment, taking away that protection after a few years isn't going to make much difference. The tree is still dead.
On the other hand, a seedling is incredibly fragile. The first year most die. The second year they're stronger and most survive. The third year they're swearing at you as you try to keep them from taking over the world.
What you're talking about is adaptation, which I think is far more likely to happen with seedlings than a mature tree. Let a mature tree get used to its sheltered environment, it probably wouldn't adapt well when that
shelter is removed.