There's probably a sweet spot for material melting points for some printable substances. Hotter would be better if the printer can manage it. If you really wanted to make a solid block circuit inside a heatsink you could print it not worrying about things like layer adhesion, then once printed, place it inside a frame to hold it in place and reflow the entire thing. Would mostly depend on the ability of the embedded components to endure high temperatures during reflow, but considering how modern batch soldering works, I'm guessing a lot of this problems have been addressed (or a the the very least, the bounds of capability well known)