Do you know what hot water does? Like liquid sodium, it rises. The point here isn't that liquid sodium has some magical lifting property water doesn't have, it's the enthalpy, latent heat: water can't hold as much heat energy without pressure to contain the phase change into steam. If you remove hot things from the primary heat source they cool. The sodium is just more tractable.

Einstein and (Leo) Szilard had patents in liquid metal pumped refrigerator designs using electro magnetics instead of mechanical pumps, Richard Rhodes talks about them, and applications to cooling nuclear systems.