You need to connect a monitor or dummy plug to one of the cards for the AMD driver to be able to set and monitor temperature and fan speed.
Aha...
So, the monitor cable must be connect to the GPU in order to mine?
Not mandatory, but highly recommended. Otherwise you won't be able to set the fan speed or know if the cards are overheating. Just use a dummy plug, problem solved.
It is so weird that I have to connect a dummy HDMI/DVI to my GPU in order to see the temperature of my AMD RX 580 GPU, while in GTX 1060 it's not needed...