To a point but on mega TDP chips just a few seconds of power with no heatsink will be an issue even if the CPU throttles down to sleep mode during BIOS boot, nowhere for heat to go. You can say what kind of an idiot powers up a board with the fan connector on but no heatsink attached and I will point out that those early AMD brackets on socket 754/939/AM2 had a tendency for the tabs to break so the heatsink wasn't making contact in tower cases unless you were lucky and the heatsink compound was like glue. I had that happen to me once and the machine just shut down a couple seconds after turning it on.I thought Intel had thermal protection in the CPUs starting around the Pentium 4 era. Athlons burned because they had none.
I was looking at an old AMD motherboard and there is a temp sensor sticking out of the board in the socket (motherboard BIOS sensor) while Intel had one built into the CPU die.