Why should the bias servo transistor not be placed on the main heat sink for a Sziklai pair?
The Sziklai topology places the output BJTs within a local NFB loop. It's enough that the quiescent current is approximately 20 times less sensitive to the output BJT temperature changes. Partly because of this, you do NOT need to include the power output BJTs on a shared and monitored heat sink.

It's the driver BJTs that need to be monitored for temperature and used to adjust the \$V_\text{BE}\$ multiplier. And that's handy because their heat sink can be quite small and therefore also the thermal time constants will be quite short (which is a positive thing.)

You can (mostly) ignore the output BJT temperatures (though you still need to allow them to dissipate properly, of course.) It would be detrimental to allow their dissipation to affect the \$V_\text{BE}\$ multiplier. It's the base-emitter junctions of the driver BJTs that need to be tracked and not that of the output BJTs.

The Sziklai design arrangement allows the driver BJTs to undergo somewhat wider temperature variations as the output power demands change (than is the case with the Darlington arrangement.) So it's a little more important to do good thermal tracking with the \$V_\text{BE}\$ multiplier. But it should only be observing the driver BJTs (often by putting the \$V_\text{BE}\$ multiplier BJT(s) on the same heat sink.) Keeping the heat sink small (thermal mass is "light"), the "system" should respond more quickly to changes. You don't want the output BJTs' dissipation messing that up. Just allow the output BJTs to have their own dissipation heat sinks and keep them away from the driver BJTs, where possible.