A single 16 core Parallella can run with just passive cooling. It takes next to no cooling to bring both the ARM and Epiphany chips down to near room temperature.
Units have been known to overheat with just passive cooling, and they even advise that you install a fan with the official case (that they sell on their store/provided to backers), even though there is nowhere to screw a fan in, etc.
Cases and Cooling: http://www.parallella.org/2014/04/30/cases-and-cooling/ (parallella.org) April 30, 2014
The point that a cluster of parallellas is relatively easy to cool is definitely aided by the form factor.