The strictly correlated electron approach to density functional theory, first proposed by Seidl and coworkers [1-4], offers a unique perspective on finite-temperature density functional theory and one of its application areas, simulations in the warm dense matter regime. In this region of phase space, many of the assumptions of traditional Kohn-Sham density functional theory no longer hold, requiring exchange-correlation free energy approximations that include explicit temperature dependence and better handling of complicated ionization processes. Formal analysis of the strong interaction limit for thermal ensembles will be demonstrated using the asymmetric Hubbard model, accompanied by discussions of the finite-temperature uniform gas and the competition between strong interaction and temperature in complicated physical systems. [1] M. Seidl, Phys. Rev. A 60, 4387 (1999). [2] M. Seidl, J. P. Perdew, and M. Levy, Phys. Rev. A 59, 51 (1999). [3] M. Seidl, P. Gori-Giorgi, and A. Savin, Phys. Rev. A 75, 042511 (2007). [4] P. Gori-Giorgi, G. Vignale, and M. Seidl, J. Chem. Theory Comput. 5, 743 (2009).