The flow of data in a finite element analysis is the nodes have an unknown displacement, but the elements have known properties of stiffness and thermal expansion. Ansys assembles a stiffness matrix [K] using the known element properties and solves the matrix equation [K]{u} = {F} for the unknown nodal deformations in the {u} vector for the applied loads in the {F} vector. The solution results in all internal forces being in equilibrium with the external applied forces and reaction forces from the constraints.
Once the nodal deformations are known, the strain can be calculated. The strain at the interface between an adjacent pair of nodes is the same for both copper and aluminum, but because those two materials have different values of Young's Modulus (E) the stress in each element will be different. Because of that, you would turn off Nodal Averaging of the Stress Contour plot because there is a discontinuity of stress at the interface, even though there is no discontinuity of deformations.