Never mind, I guess the new AWCC is not compatible. I have reinstalled the old version from a few years ago and now I have my thermal controls back. Problem solved.
I had the old AWCC (Alienware Command Center) installed on my PC which is still Windows 10. But I noticed that AWCC had been updated recently so I uninstalled my old version and installed the latest version of AWCC. But I notice that there is no thermal control settings available to me? I looked in the Fusion tab but it does not have thermal controls. Is the new AWCC not compatible with Alienware Aurora R6?  If so, how do I control thermals now? Otherwise, what do I need to do to control thermals?
Aurora R6, new AWCC, how to control thermals, fans?