Yes, with a taper crimp. It's discussed here and everywhere else all the time. It's very easy to deform a jacketed bullet with a taper crimp.
We aren't talking about factory brass we are talking about reloading brass that's been fired. No one is going to anneal 9mm brass. The annealing process at the factory is only for manufacturing purposes. It occurs midway through the draw process to keep the brass from cracking.
You are right that without proper tension you won't get a proper crimp, but taper crimp doesn't serve the purpose of holding a bullet in place.
Then just what does it do?