I think as we head into the future you will have to get used to that. Gigabyte did a board once where the VRM sinks were on a "pci" sorta card that screwed into your case, UD7, IIRC.
Now unless the form factor changes after this many years I would expect to see stuff like that again with these very high cored CPUs. If you think back to how a GPU looked 20 years ago? (some tiny little single slot thing) and what we have now (up to triple slot behemoths) then yeah, things will have to get bigger to cool more.