How much sensitive to thermal cycling are passive components?
The characteristics of passive parts will change significantly over the temperature range (perhaps several percent for capacitors and inductors), and the lifetime of parts will tend to be significantly less at high temperatures than at low (rule of thumb is that lifetime halves for every 10 degrees C increase in temperature.

None of that is what you asked specifically about- cycling, which will tend to cause connection (internal and external) failures, particularly if there are many thermal cycles over the product lifetime. You might want to search reliability data from NASA, automotive and similar industries. I recall a case involving power semiconductors where failures were occurring in a matter of months due to themal cycles of a few seconds. The problem was solved by metallurgists, not electrical engineers.