Caesar II does not show up automatically because the program doesn't know what the loads represent for. Since you know what code says, therefore its your responsibility to reflect it into the program..
Yes, it should always be included, but you cann0t directly build the load case as what you did. To build such load case, you have to subtract the operating case without earthquake/wind load from the operating case with earthquake/wind load, then the results will be added to your sustain case and that will be the code stress for occasional load.
I think there's something wrong with the load cases you build. Refer to Caesar II User's Guide(Building Static Load Cases).
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Regards,
Nald