Solder between IHS and die means that there is a through and through metal connection. This results in a low thermal resistance, allowing better boosts and overclocking and/or lower temperatures. (This is the best we can currently do with flip chips; in power electronics direct bonding to a metal substrate is used instead, which results in even lower thermal resistances, and thus higher power densities).
However. Soldering these is quite difficult with smaller dice and thermal cycling can result in cracks which impacts reliability, because silicon, the solder and the IHS have different thermal expansion coefficients. There are multiple processing steps required and the solder used is of course special as well. (In fact, in the article you can see the gold plated areas on the nickel-plated IHS where the dice make contact).
TIM (i.e. thermal paste) is very easy to apply and has a predictable lifespan pretty much regardless of die size. The thermal resistance is much worse, though.