More Googling produced:
http://h20564.www2.hp.com/hpsc/doc/public/display?docId=emr_na-c04527026&sp4ts.oid=5387475
Advisory: HP EliteDesk 800 G1 and HP ProDesk 600 G1 PCs - No Platform Controller Hub Heatsink On Newer System Boards; By Design
Release Date: 2014-12-09
Last Updated: 2014-12-09
DESCRIPTION
Computers manufactured beginning in June 2014 no longer have the Platform Controller Hub (PCH) heatsink that was installed on earlier units. This is the result of a planned design change.
SCOPE
Information in this document applies to the following:
Computers:
HP EliteDesk 800 G1 Small Form Factor PC
HP EliteDesk 800 G1 Tower PC
HP ProDesk 600 G1 Small Form Factor PC
HP ProDesk 600 G1 Tower PC
RESOLUTION
The PCH heatsink has been removed by design. HP has thoroughly tested the computers and they pass all thermal validation criteria with the PCH heatsink removed.
The above EliteDesk & ProDesk computers use a Lynx Point PCH, same as the Z230. It appears that HP applied this design change to the Z230 SFF as well, though I've been unable to find an HP Customer Advisory that specifically says so.
I did find a good picture of the PCH heatsink in early Z230 SFF review units:
https://www.slashgear.com/hp-z230-sff-workstation-review-08300082/#jp-carousel-300678
The heatsink is clearly shown at the top, just left of center. It's held down by a spring wire secured to two nearby anchors on the motherboard. My Z230 SFF motherboard is missing these anchors; the through-holes for mounting them are still present, but are filled with solder. There are too many nearby components and traces for me to even think of trying to mount some anchors there. So if I decide to mount a PCH heatsink I'll use a thermal epoxy.