The cpu and heatsink was fully integrated into what looked like a NES cart, with an integrated fan and everything. It was not really possible to separate the cpu and the heatsink as the locking mechanism to keep the cart in place on the motherboard interfaced with the heatsink assembly.
So I'm a little dubious of that no-heatsink claim.
But that was several years after the book cited by the GP was published (1994, shortly after the release of the original Pentium).