Why does Assuming[...] work in one case but not in another?

Question

Why does this work

Assuming[α > 0 && ϵ > 0 && t > 0,
 FullSimplify @ Integrate[(z^2 Exp[-α t (z^2 + ϵ)])/(z^2 + 1), {z, 0, ∞}]]

(E^(-t α ϵ) (Sqrt[π] - E^(t α) π Sqrt[t α] Erfc[Sqrt[t α]]))/(2 Sqrt[t α])

but not this?

MyAssumptions := Assuming[α > 0 && ϵ > 0 && t > 0, #] &;
MyAssumptions[FullSimplify @ Integrate[(z^2 Exp[-α t (z^2 + ϵ)])/(z^2 + 1), {z, 0, ∞}]]

ConditionalExpression[
  (E^(-t α ϵ) (Sqrt[π] - E^(t α) π Sqrt[t α] Erfc[Sqrt[t α]]))/(2 Sqrt[t α]),
  Re[t α] > 0]

Answer 1

Your function must hold its argument or the Simplify will evaluate before the function even sees it. Use:

Function[expr, Assuming[α > 0 && ϵ > 0 && t > 0, expr], HoldFirst]

Or:

SetAttributes[myAssumptions, HoldFirst]
myAssumptions[expr_] := Assuming[α > 0 && ϵ > 0 && t > 0, expr]

Answer 2

An alternative to prevent the expression from evaluating before it is passed on to Assuming:

MyAssumptions := Assuming[α > 0 && ϵ > 0 && t > 0, #] &;
MyAssumptions[
 Unevaluated@
  FullSimplify@
   Integrate[(z^2 Exp[-α t (z^2 + ϵ)])/(z^2 + 1), {z, 
     0, ∞}]]