Solder the microSD and use the solder-points for thermal connection to the board, like for most other medium-power ICs. It is also cheaper than a socket.
Can standard microSD's survive standard reflow soldering? I wouldn't think they survive, but would be nice.
Unfortunately I have not found microSDs suitable for reflow soldering. Typically one uses eMMCs instead, which are very similar, but has a much higher price (and reliability).
I'm surprised that eMMC hasn't seen more of a price drop off like SSDs, mSD and other flash storage. The OrangePi PC+ does include 8GB of eMMC, but I think that was the largest they could get for a cheap price...