I could be wrong, but I was told it's like this:
Bolt-on neck- The neck is bolted on to the body. It's the most common because it's cheap to make. There's less sustain than the other two kinds, but the neck is a lot easier to adjust.
Set-in neck- The neck is glued on to the body. It's a little more expensive than a bolt-on, but it has far better sustain. Also, there's better access to the higher frets. Another disadvantage is that if you need the neck adjusted, you pretty much need a luthier to do it.
Neck-through- The neck and body are carved from a single piece of wood. It's very expensive, but has great sustain and tone. Pretty uncommon to see, because it's so expensive to make, but easily the best sound of all.
That said, I don't see how heavy gauge strings could screw up a bolt-on neck. A set neck I could see being screwed up, but not a bolt-on. Even if it does go out of whack, all you gotta do is adjust it with the bolts, right?
As for the bass thing, bolt-ons are probably more desirable because the heavy bass strings could warp a neck-through or set-in neck. They probably do something to bolt-ons too, but bolt ons are just so much easier to adjust.
That's just a guess, really. I'd wait until one of the more technically-knowledgeable fellas gives you a response before doing anything drastic. I hope some of that helped.