Hello,
At this time the rules in the ASME and other codes do not explicitly cater for this situation (tubesheet to cone junction). You will have to model a short cylinder of appropriate length in between the two components to get the software to analyze the tubesheet per Part UHX.
The good news is there is an ongoing item in the Sub Group Heat Transfer Equipment to address this geometry. Look for the updated rules to appear in the 2019 edition of the ASME Code.
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Scott MayeuxCADWorx & Analysis Solutions
Intergraph Process, Power, & Marine