Don't confuse stress intensification factors (SIF) with stress concentration factors (SCF). Piping codes use SIF in their general stress analysis. The more detailed evaluation you seek using VIII-2 may require this SCF if you seek peak stress (the "F" in Pm+Pl+Q+F).
One way you can simply accommodate the SCF in CAESAR II is to reduce the allowable stress amplitude rather than increase calculated stress. Do this by changing the multiplier in the .FAT file you are using to provide S-N data (or just reduce the allowed fatigue stress amplitude data you type in by hand). Note that the multiplier in the .FAT file is actually a divisor so if you want to reduce your fatigue stress amplitudes by a factor of 2, you double this multiplier. (By default the multiplier is 0.5).