According to the E+ documentation for thermal resilience outputs:

The Heating SET Degree-Hours and Cooling SET Degree-Hours are reported only when the Pierce model are chosen for thermal comfort calculations. To activate the Pierce SET calculation in EnergyPlus, users need to define the People and chose Pierce as the thermal comfort method.

And here is the thermal comfort model input where you can specify Pierce. Be sure to read the description of the Pierce model since additional inputs are required.