If this is true, why not have coolers built into the CPU? Like a block of metal attached? Is it a small improvement gained? Or manufacturing nightmare?
Permanently attaching a cooler to the CPU itself doesn't really seem like a viable option to me. Mounting it to the motherboard would be a nightmare, and you'd end up creating a one-size-fits-nobody cooling solution. Nobody would be happy with the cooler you end up choosing.
In reality, cooling paste really isn't that big of a deal.