That's not what he's really saying. An analogy is in order.
I can heat up a pin to very high temps perhaps > 100C over ambient with just 5W, but it will have negligible effect on my environments temp because the pin is so small.
However if I take an aluminum baseball bat and apply 5W to it, it might maybe heat up 0.1C if that, because it is 1000x larger. The effect on my environment would be the same as applying 5W to the pin though, because all 5W goes out into the environment in the form of heat.
The same thing is happening here, Zen 4 is smaller so it heats up quicker with a smaller amount of power. I'm sure some cooler manufacturers are already working on better methods of getting that heat out of the small die / package area.