Factor of safety is the ratio of expected performance to required performance and is based on a guess about what the required performance is. Since Creo Simulate can't guess what the required performance is, it can't generate a factor of safety.
If you want to know what percentage of yield or ultimate strength is used, scale the material properties and the loads so that the yield or ultimate strength is equal to 1. Then the usable stresses will be between 0 and +/-1.