Yes, this is a documented limitation:
https://ansyshelp.ansys.com/account/Secured?returnurl=/Views/Secured/corp/v232/en/wb_sim/ds_coupled_field_limitations.html
Even with the instantaneous coefficient of thermal expansion, the thermal strain will not be zero at a temperature just because the ICTE is zero. It’s the integral of ICTE from Tzero as you showed in your question. Also, numerically it’s not ideal to make a large step change in the value.
-Dave
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