As a workaround, you can manually refresh the air temperature value with the correct scale.
From HA, service:
service: zwave_js.invoke_cc_api
data:
command_class: "49"
method_name: get
parameters:
- 1 # sensorType: Air temperature
- 1 # scale: F
target:
entity_id: climate.z_wave_thermostat
From ZUI, click the refresh button in the control panel for Multilevel Sensor
The HA method will only refresh temperature. The ZUI method will refresh all sensors supported.