You don’t, but it’s considerably quieter to use a liquid cooler on current high-end CPUs because of the amount of heat they dissipate. My current CPU has a considerably higher TDP than my last desktop’s, but I finally broke down and put an AIO cooler on the new one, and all the fans on the radiator can run at a much lower speed than my last CPU because the radiator is a lot larger than one hanging directly off the CPU, can dump heat to the air a lot more readily.

The GPU on that system, which doesn’t use liquid cooling, has to have multiple slots and a supporting rail to support the weight because it has a huge heatsink hanging on a PCI slot that was never intended to support that kind of load.