There's nothing that says you should clear treasures after each wave of SF. We can speculate all we want, but we should assume that treasures only turn into gold after the tile is cleared, which means after all waves of QSF have been completed.
In regular SF, you need to pick those up or you will lose rather quickly, but there's no rule that says they'll disappear. There is no clearing in SF, only wave completion.
I agree, I don't think treasures change into gold in real SF mode. It would happen in QSF only at the end of the quest, not after each wave.