Both spin-coating and thermal annealing of thin supported glassy polymer films generally cause stresses arising from rapid solvent evaporation and from a mismatch in expansivities of film and substrate, respectively. While films on adhesive surfaces are typically stable, on slippery substrates film stability is sensitively determined by the thermal protocol, revealing the presence of these stresses. There, contraction of the film upon cooling causes in-plane tensile stresses that can lead to film fracture. While this is a general effect, the details of the film's response to thermal cycling allow to disentangle the origin of stresses within the film. For high molecular weight polymers, we found that preparation-induced stresses cause substantially reduced thermal expansivities. This demonstrates that intrinsic out-of equilibrium states in spin-coated glassy films of long polymers are long-lived and thus difficult to equilibrate.