Modern X-ray free-electron laser (XFEL) sources can deliver photon pulses with millijoule pulse energies and megahertz repetition rate. As shown by the simulations in this work, for particular cases the dynamical heat load effects for Bragg reflectors could cause problems at these facilities. These problems would be underestimated if only quasi-static thermoelastic simulations are considered. Nevertheless, for the sake of simplicity the quasi-static approach is a common choice for estimating heat load effects. To emphasize the relevance of dynamical thermoelastic effects, the response to the partial absorption of an X-ray pulse, as provided by a saturated X-ray free-electron laser oscillator (XFELO) in a single crystal diamond with a thickness of 100 µm and lateral dimensions in the millimetre range, is discussed in this work. The outcome of the dynamic thermoelastic simulations indicates a clear dominance regarding the strain value reached, which is present for consecutive X-ray matter interactions with megahertz repetition rate.