Several things in this project are in conflict. You should decide what is correct and remove the conflict to be clear in what you want to model.
You show a 1 mm gap between the center sphere and the outer sphere, but then you use Mesh Edit to do a Node Merge Group.
The Mesh Edit Node Merge Group causes the gap to disappear. Why did you draw a gap if you didn't want one?
You have both a Node Merge Group and a Bonded Contact. If you have used a Node Merge Group, you don't need Bonded Contact. Don't use both, it is confusing, choose one.
If you wanted the Bonded Contact for a specific reason, such as to introduce a Thermal Conductance (which you didn't use), you didn't check that the Contact was Closed. If I insert a Contact Tool under the Connections folder, I find the Contact is Far Open, so there is no contact being used.
The temperatures in this model are confusing. There is an Initial Temperature of 0 C but it's a Steady State Thermal model. There is no need for an Initial Temperature in a Steady State Thermal model, that is relevant to a Transient Thermal analysis. The model has a Temperature BC on the Exterior Faces of the large sphere Body. This has selected the Y axis as well. You show the temperature solution above which shows the 0 C running down the Y axis and you think that looks normal, it looks wrong to me. The correct BC for the outer surface of the sphere is to select a single edge.
Here is the correct temperature distribution.