the heat sinks do almost nothing, it doesn't hurt to have one on the CPU with real thermal paste but the difference isn't huge.
The top one is a bare Pi 4, you can see the heat sink does almost nothing to stop the throttling, the orange bars are how often the speed dropped due to temp, anything less than 1500 is throttled. Even stock you see a lot of throttling, the heat sink helps a little, but when you use thermal paste it helps a lot more but still struggling with 80C+ temps.
Only when you introduce a fan do you see some stable temps and clocks.
Put things in a case (without a fan) and it's even worse.