Why are DIMMs not equipped with a heat sink like a CPU?
You're assuming that the power dissipation is directly related to the clock rate. That's true but there's more.

Suppose I have this chip A where only 10% of the chip area (die size) runs at the highest clock rate. Compared to a chip B of equal size where 100% of the circuits are running at the high clock rate, chip A would dissipate only about 1/10th of the power that chip B dissipates.

My point: not only the clock rate matters, also how much of the chip is actually running at that clock rate.

For a DRAM chips (PC DIMMs use DRAM) most of the area on the chip is DRAM cells (obviously) and these are run at a significantly lower speed than the external clock rate. The DRAM controller access the chips in parallel and in a sequence so that this lower speed is somewhat compensated for by parallelism.

On a CPU a much larger part of the circuits actually run on the maximum clock rate (depending on how busy the CPU is of course) so it is bound to dissipate a lot more power than a DRAM chip where only a small part of the chip is running very fast.