Pi 4 and 5 both idle around 3W. But a Pi 5 can pull up to 16W with a USB peripheral, full CPU load, and decoding 4k video. The Pi 4 / 5 will run OKish without a heatsink at idle wattages, but thermal throttle quickly if you attempt to do something intensive.

These realtek 10gbe chips are more in the range of the Pi Zero class machines (0.5W idle, 2W loaded) which don't often come with heatsinks though they might benefit from them. If it has a good thermal connection to a good thick ground plane on the PCB, that's worth almost as much as a passive heatsink on the top of the chip.

usb-c < card edge < motherboard integrated in terms of how much heat can be transfered through the connection. Where the motherboard would have the largest ground plane to soak up heat from such an IC and dissipate it passively. The usb-c module is worst case by being a small enclosed box with very little thermal connection through the plastic insulating housing. An aluminum enclosure might dissipate enough heat passively to make it pleasant to use.

Raspberry Pi 4 doesn't need a fan. People just like to put them on because because micromanaging CPU temperature is part of the hobby for some. Yes it might throttle its CPU speed when going full tilt for some time, but lets be real how many workloads require poor Raspberry Pi to be loaded 100% for prolonged periods of time?