This has been discussed before (but it wasn't in it's own topic) here
http://www.tfproject.org/tfp/showthr...threadid=45052
the relevant part of the discussion starts about half way down the thread.
Short version was that because stuff like this isn't "reasonable" (i.e. ripping out a heatsink while running) and that he newer processors have more/better (?) protection against this (both intel and amd).
Also to throw some fire into this discussion...
Intel processor burning pc
http://www.sudhian.com/showdocs.cfm?aid=494
(note that in both your case and the article i mentioned above, you can do stuff that was never expected to cause stuf to burn).