I'm familiar with designing boards for SMT, but less familiar with the wire-bonding process. When designing PCB pads that will be attached to using a wire bonder, are the pads supposed to have thermal relief?
Depends on the process obviously. Aluminium wire bonding processes I've seen had the aluminium wires bonded using ultrasound. Never used any reliefs, never got any complaints. Then again, the chip was so high pitch and had a copper void under it that you wouldn't get any real thermal reliefs.
Check with whoever does the bonding would be my advice.
A lot of wire bonding uses gold wires (aluminium is popular too), gold has the nice property that you simply squash two gold parts together and they bond like chewing gum. No heat needed, because there's no heat, having thermal reliefs has no effect. Reliefs are only useful when you need to get a pad hot without having to heat the whole pcb or when there's some kind of mechanical compliance reason (mainly with BGAs). Personally I don't use reliefs much as I reflow most of my boards, but that's a personal choice