A heat engine is great when your cold sink is 'free', but here, the cold sink would be the radiator fins, and extracting energy from the temperature difference

A heat engine is great when your cold sink is 'free', but here, the cold sink would be the radiator fins, and extracting energy from the temperature difference between main ISS and radiator fins would effectively just make the radiator fins worse at cooling the ISS. Which is fine if you have lots of excess radiator fins. But they almost certainly don't -- shipping up extra radiator fins in order to get power from the excess cooling capacity would be less efficient than just adding solar cells (efficiency of a heat engine maxes out at 1 - (T_cold / T_hot)).