Thermal temperature would pass through, but would not deal damage directly.
As with everything else in DnD 5e, if the spell specifies, it does.
It is immune to all damage
emphasis mine. However, The temperatures involved do not deal damage directly, rather
Some special abilities and environmental hazards, such as starvation and the long-term effects of freezing or scorching temperatures, can lead to a special condition called exhaustion.
emphasis mine again (SRD Here)
Seems that RAW, thermal conditions WOULD pass through a wall of force. This would be consistent with light passing through the invisible wall. (the counter to (thermal = fire) is (light = radiant)).
On the other hand, I can see it being reasonable that thermal energy be forbidden from passing through the wall. If that is the case, then it would depend on when the wall of force was cast, as any excessive thermal energy would be trapped in the sphere with the caster. This would lead to the same exhaustion inducing conditions as though the heat could transfer into the sphere from the surrounding lava (unless it was cast from a spot at a much lower temperature).