Are you running a transient study or static study? As I understand it, the software will only use the intermediate values with a time-dependent study.
It is a static study. Can solidworks perform transient analysis for thermal stress analysis?
I only find this option in the thermal analysis.
I think the method needed would be to perform the transient thermal study, then import that as a load in to a non-linear static study. The temperatures can be imported using the Study Properties window under "Flow/Thermal Effects", and specifying that for each non-linear time step, use the temperature from the corresponding time of transient thermal analysis.
I have not personally tried this, but the options seem to imply it can be done. Good luck!