it's up to the designers of the chassis that houses the chip to ensure adequate thermal protection for those chips. In this particular case, apple appears to be unable to provide enough cooling solution for the newer chips so that they are frequently able to hit temperatures that trip these thermal limits.
Its not about thermal limits, its about power limits. Give these CPUs a strong power supply and no limits, and they will attempt to boost as high as they can. MSI estimates that the new i9 CPU can draw around 150 Watts of power, which is totally a ridiculous amount for a laptop. If we were to require that all laptops can dissipate this kind of heat, we'd be back to the era of 4kg laptops.
Intel's CPUs are configurable (in software) to how much power they will try to draw. Laptop manufacturers usually set this to the CPU's TDP when BIOS (or whatever they are using these days) is first run. The TDP for these CPUs is 45Watt, so setting the limit to 45W means "you can maximally draw 45W over prolonged periods of time". The laptop could maybe cool more, say, 50W, but the CPU is not allowed to go that far.
Now, it seems that Apple chose a different path instead, setting this power limit to a very high 100W. The idea is not to restrict the CPU in any way but the thermals — allowing it to get as fast as the circumstances (in this case, cooling system) allows. This is why CPUs in Apple laptops traditionally run hot under load — since they get the absolute max that the chassis can handle. And its also why Apple sometimes appeared to have better CPU performance than other laptops using same CPUs. Why 100W? Because its a very high limit and CPUs Apple was using until now in laptops didn't get close to consuming this much. Its just a "very high number" for the purpose of not restricting the CPU at all.
This spectacularly fails however in case of the new Coffee Lake chips. Because of increased number of cores and increased turbo frequencies, they can potentially draw much more power (essentially becoming desktop class CPUs). So when Apple tells them "hey guys, you can use 100W for as long as you want" they go "don't mind if I do", which puts massive stress on the power delivery system which can't handle these kind of loads for more then a couple of seconds. As a result, the power components overheat and send an emergency throttle signal to the CPU.
Bottomline: yes, these CPUs can perform better with better cooling. But then its the same as sticking a desktop CPU into a laptop. The problem with MBP throttling is not inadequate cooling (the MBP can easily maintain a 6 core CPU at 3.2Ghz frequencies per core as shown by multiple users) but rather misconfigured CPU power limits.