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Hysteretic magnetoresistance (MR) is often used as a signature of ferromagnetism in conducting oxide thin films and heterostructures. Here, magnetotransport is investigated in a non-magnetic uniformly La-doped SrSnO3 film grown using hybrid molecular beam epitaxy. A 12 nm La:SrSnO3/2 nm SrSnO3/GdScO3 (110) film with insulating behavior exhibited a robust hysteresis loop in the MR at T < 5 K accompanied by an anomaly at ~ +/- 3 T at T < 2.5 K. Furthermore, MR with the field in-plane yielded a value exceeded 100% at 1.8 K. Using detailed temperature-, angle- and magnetic field-dependent resistance measurements, we illustrate the origin of hysteresis is not due to magnetism in the film but rather is associated with the magnetocaloric effect of the GdScO3 substrate. Given GdScO3 and similar substrates are commonly used in complex oxide research, this work highlights the importance of thermal coupling to processes in the substrates which must be carefully accounted for in the data interpretation for thin films and heterostructures utilizing these substrates.