Frank,
You are correct.... I also see some now with and without that silver heatsink. I'm guessing that it has to do with the build.... slower processor and memory speeds will stress that chipset less.
There are thermal epoxies that can be used to attach a heatsink to a chipset, and I have found some of the HP chipset heatsinks to use that plus metal spring-arm hold downs.
I can see no disadvantage to adding a heatsink to that if you wish..... I'm like you.... I'd rather have it than not.