Well, if you throw them into the sun yeah, duh. Everything can overheat if you want it but you need to go out of your way to do it. What I meant was they can't overheat under normal circumstances(like a daily use for gaming, video editing, photoshop, surfing etc.). But if you go out of your way for example tinker with voltage settings for any reason(overclocking comes to mind) it is easy to fry them. If you actually meant they can overheat from normal daily use I've never seen or heard anything like that in my life, must be a very rare thing.
They actually do overheat under normal usage, they throttle heavily. I think it was Hardware Unbox that did a
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with the VRMs where they showed ASrock and a cheap Asus MOBO severely throttled performance due to VRMs overheating due to bad heat spreaders and thermal pads. Also its one of the reasons why its important to have good air flow in your case even if your CPU and GPU are hooked up to liquid coolers that transport the heat to radiators that directly blow out of the case.
Its an issue that we see more often in modern systems as we move towards air tower cpu coolers and liquid cooling rather than using stock coolers that use to blow area all around the CPU socket that cooled VRMs and RAM sticks.
That is why there are different level MOBOs for enthusiast and junk entry level boards for different tiers of CPUs and GPUs. Junk boards are for the low wattage CPUs that don't have intensive work loads, thats why they can get away with few power stages and VRM, and almost no heat sinks on the board. While enthusiast boards have heatsinks on almost every single component.
Also SSDs and HDDs also do overheat, old HDDs use to overheat all the time. Also here is an extreme example off an
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. Also that is why a lot of newer NVME SSDs are beginning to get heat spreaders on their NAND chips. But yeah the point is anything the is electrical can overheat when not provided adequate cooling or has bad power regulators.
For instance a lot of people think routers and modems can't over heat since they don't have fans in them, but in reality they are passively cooled by how the chassis is designed to vent heat from that top which causes the case to suck in cool air from the bottom. But if you lay them on the wrong orientation the passive cooling stops working.