In pipe stress analysis, people explain that: Because thermal stress is self limit and only sustained load can cause catastrophic damage. therefore they consider Sustained and expansion stress range to ensure the safety of the Piping systems.

But the problem is that, the combination of the two is not taken into account here?
In "real" FEM software like ANSYS or Abaqus, when doing analysis, Von mises is computed with the effect of both thermal and other loads, why dont they do like PSA software (sustained and expansion stress range)? Please correct me if i'm wrong. thanks!!

Just a moment, Caesar II ... not "real FEM" software ?

Sharp intake of breath !!

You need to check up the failure modes adopted by the various Codes, probable load scenarios and the methods and limits applied.