They didn’t skimp on heatsink size. If you take a look at the internals they can’t physically fit a larger heatsink or squeeze in a larger fan. Any improvements in cooling would’ve required increased thickness which Apple has never believed in and will most definitely not roll back to the older rMBP dimensions just for a chillier i9.
Also, i9 will thermal throttle just the way it did here in any similarly sized notebooks like the XPS. Apple would rather force the technology to evolve into their vision than actually wait for the technology to catch up and that has always been the case