On certain surface parameters, ZEMAX does not allow the placement of a thermal pickup solve. This article explains why.
On the multi-configuration editor, there is a special solve called a thermal pickup. This pickup solve is used to compute a new value for a multi-configuration parameter based up on the temperature and pressure of the new configuration as compared to the "reference" configuration. Thermal pickup solves only affect data for certain types of multi-configuration values.
The thermal expansion and contraction is assumed to be isotropic, thus the linear dimensions change equally in all directions. Therefore, a solid glass sphere is still a sphere after being heated or cooled. In the same manner, a parabolic surface , with conic of -1, will still be parabolic after any temperature change and thus the conic constant is temperature invariant. This makes sense since the conic constant is a unit-less quantity.
Question: How about the Even aspheric coefficients?
You can place thermal pickups on the even aspheric coefficients, since they have units. The coefficients have units such that each even aspheric term has inverse length unit with powers such that the sag has unit of length. For example, the unit for the coefficients of r^16th term is inverse length to the power of 15 so that the term has unit of inverse length. 
If the thermal pick-ups are placed on all the non-zero even aspheric coefficients, the shape of the lens will be kept as it expands and contracts.