TL, DR: Actually, for overclockers or with 8Gb+ sized modules the heatsinks are useful.
Heatsinks actually do have a point, a 16Gb registered non-LV DDR3 module consumes around 16W of power.
In fact, in a normal server the RAM is a big part of the total power usage (if you have, say, 6x16G or worse 12x8G it actually uses more than the CPU:s unless the CPU:s are fully loaded)
This means that if you do not have good circulation around it you can actually overheat the memory. And if nothing else, running it at 60C+ means that the lifetime is probably lowered.
Server memory almost never have added heatsinks because it is designed to be placed in-line with the airflow in the server, and there is usually a lot of air going through.
Overclocking and/or running over-voltage increases the power usage drastically, doubling the frequency causes between 2x and 4x the power usage, and increasing voltage increases power draw in the same way (2x the voltage, at least 4x the power usage).
In theory the power increases as f x V^2, but it is not that simple in reality. frequency x voltage squared can be seen as a best case scenario.
In order to increase the clock you often have to increase the voltage, so the two effects multiply.
As an example, running a 8Gb module at +20% voltage at +20% speed (1333 -> 1600Mhz) will more or less double the amount of power it uses (9 -> 18W or so).
From samsungs own pages a 8GB 1333Mhz module uses 9.2W at the normal 1.5V, but the somewhat more expensive DDR3L module will only use 4W at 1.35V.
