That depends on the heat treatment parameters and the coating material. In some cases, the adhesion might be enhanced by diffusion, in other cases you can observe sintering of the coating.
It all depends on the TBC Material and heat treatment process. For example in case of
CoNiCrAlY and YSZ (ZrO2 + Y2O3) powders deposited on stainless steel substrate using High Velocity Oxy-Fuel (HVOF) and Atmospheric Plasma Spraying (APS) techniques showed an increase in the adhesion strength of TBCs. Engineering Failure Analysis 32 (2013) 16–22
Yttria stabilized zirconia sprayed onto substrates in atmospheric plasma spraying have shown significant improvement in the thermal conductivity, Materials Transactions, Vol. 46, No. 8 (2005) pp. 1775 to 1778.
ZrO2–8 wt.% Y2O3 top coat and Ni-based metallic powder (AMDRY 962) for the bond coat - prepared with the air–plasma spray system showed improvement in the thermal durability of thick TBCs, Surface and Coatings Technology, Volume 215, 25 January 2013, Pages 46–51