Once we delved a little further into the issue, we realized that, yes, toasting nuts before using them really is a key step. The reason is because the nuts in a baked dish are insulated by all the other ingredients, and they never really get hot enough to toast. The presence of so many other ingredients, including liquids, also means that the nuts can't get crispy as they would when toasted by themselves.
As annoying as it might feel to take the extra 15 minutes to toast nuts before using them, we're definitely convinced that it's worth doing!
What do you think?
Related: Top 5: Quick Uses for Pistachio Nuts