Usually, you wouldn't WANT it to be running at full steam all the time. It's GOOD to have the power saving features enabled if this is a daily driver, so that cores have a chance to cool down when they are not needed. It can take along the lines of less than a second for a core to go from hot to cool, and even when power saving features are enabled it should not run at a reduced state when it is under a steady state workload or full stress test.
What are you using to run the stress test with, and what settings are you using in that utility or application?
Normally, to keep the CPU at full speed full time, you would enable the Performance power profile in Windows control panel or system settings, and disable Cool N Quiet in the bios. I don't recommend doing that, but hey, it's your system so I guess you can do what you want. Having them enabled doesn't affect how fast the system can respond to a demanding load, so there is little reason to disable them and every reason to leave them enabled including reduced power consumption and extending the life of your CPU and motherboard.