Half a century ago, neither Pentium 4 nor Athlon would go in flames without a cooler, but because they included thermal protection circuits that stop the clock above a certain temperature threshold, which cannot be modified by users. The halting of the clock is invisible for software, except that frequent and/or long clock haltings will lengthen accordingly the execution time of a long task that has spanned over time intervals when the clock has been stopped.
The latest CPUs still include such a thermal protection, which is independent of the turbo clock frequency management, which is based on the power and current limits, which can be modified by the user, e.g. for overclocking.
Older CPUs, until about the middle of the nineties, could be destroyed by inadequate cooling. This has forced both Intel and AMD to implement thermal protections, to avoid requests for CPU replacements.