A problem I guess with plastic is that it doesn't conduct the heat to the outside like a metal construction would, so it will always dissipate less than metal, regardless of environment? That issue is still there if you add liquid cooling - the plastic won't transfer heat to the cooling medium either.
What's the state of the art in high-temperature resistant 3D-printed materials?
Any thermoplastic extruded filament that does not require secondary treatment is going to be heat sensitive.
The filaments that are not heat sensitive are either ones that require substantial heat to extrude in the first place or at then chemically treated to not be thermoplastics anymore.
If you think about this way it's simple, the melting point and the thermoplastic point of the end product needs to be substantially higher than it's operating temperature this cannot be done without additional treatment or using a process other than thermal extrusion.
Resins that use chemicals or light to harden are can have thermal resistance properties, metals and other materials that are extruded or bonded at very high temperatures are also resistant to relatively high operating temperatures.
But this is only evidenced from the carbon on my XPS laptop becoming untouchable in full-sun and much of the base heating evenly from the processor.
There's always metal too.