Motivated by recent experiments in which specific thermal properties of complex many-body systems were successfully reproduced on a commercially available quantum annealer, we examine the extent to which quantum annealing hardware can reliably sample from the thermal state in a specific basis associated with a target quantum Hamiltonian. We address this question by studying the diagonal thermal properties of the canonical one-dimensional transverse-field Ising model on a D-Wave 2000Q quantum annealing processor. We find that the quantum processor fails to produce the correct expectation values predicted by Quantum Monte Carlo. Comparing to master equation simulations, we find that this discrepancy is best explained by how the measurements at finite transverse fields are enacted on the device. Specifically, measurements at finite transverse field require the system to be quenched from the target Hamiltonian to a Hamiltonian with negligible transverse field, and this quench is too slow. The limitations imposed by such hardware make it an unlikely candidate for thermal sampling, and it remains an open question what thermal expectation values can be robustly estimated in general for arbitrary quantum many-body systems.