Ahh okay, thanks for correcting me. They use laptop parts anyway (socket P) so finding new CPUs isn't easy or cheap so it isn't worth it anyway.
Boxed versions have the thermal already (if you use the fan that comes with it) so IMO it's not that annoying, just put it in and put the fan on top of it and tighten the screws that's all. It sucks if you haven't put the cables in order though. Installing CPU is very straight forward and takes less than 5min but the cable hell is another thing which I hate a lot
The new iMac's (late 09) are NOT using laptop/mobile cpu's. They are however using mobile versions of the GPU (graphics processor). Mobile i5's and i7's are just starting to hit the market now in laptops and were not available when the new iMac's started shipping late last year. The boxed fan and thermal pad included are irrelevant as they obviously will not fit in an iMac and the stock thermal pads will never equal the performance of good thermal paste such as Arctic Silver, OCZ, etc. Just clarifying. Cheers!
James