No, thermal expansion will not have any significant effect on the edge sharpness. You were drawing something, I think, that expanded horizontally so that the bevelled side is pushed away from the straight side, thus making the very tip wider. But it expands in ALL directions almost the same. Think more like a balloon with a sharp edge (I know, this really does require imagination!). If you inflate it more, everything expands outward, and the edge is still wedge-shaped and sharp. Well, not quite, I realize - the very tip of the wedge will start to get a bit rounder than it was. But the change in tip roundness is small, and it is VERY small if the extra expansion is only a little bit. And that is what happens when you heat the razor blade from 40 F (pretty cool water) to, say 140 F (that's hot enough to be in danger of burning you if you run it over your hand). The associated expansion is quite small.
I don't have a reference here with the thermal expansion coefficients of steels. But think of this: ralroad track sections. To allow for the extremes of shortest (at -40 F) to longest (at +100 F) lengths, the rails are laid with a small gap at the end of each. That gap is less than ¼" for a piece of rail that must be 60 feet long (or 720"). That's a maximum expansion range of about 1 part in 3,000. Small.