If you are buying a CPU for gaming you would be better off with i5-8400 which is half the price and performs equally well in most games. Oh, and it comes with a stock cooler (8600k and 8700k don't).
When did Intel stop including fans with some of their processors? The last processor I bought was a k branded i5 in 2012ish and it came with a fan.
AMD doesn't include coolers with their X chips either. It makes sense, you really only should buy those chips if you intend to overclock, and you won't get a reasonable OC on stock heatsinks. As long as they were including those heatsinks they were just wasting the aluminum almost every sale.
A few of generations now. I was looking at replacing my aging 2600K with something in this generation and was surprised as well.
It's just on the -K processors, because those are the one that are unlocked for overclocking. If you're not planning to overclock there's no point in paying more for the -K.
K series provide faster boost rate, so they are faster without any overclocking. Also overclocking voids warranty, so I'm not sure if many buyers are really going to overclock it.