Solder must be heated to a high temperature in order for it to flow, which it must in order to properly bond the die to the heatsink. CPU dies, especially those

Solder must be heated to a high temperature in order for it to flow, which it must in order to properly bond the die to the heatsink. CPU dies, especially those using modern sub-50nm processes, are extremely fragile. Using an assembly process that requires the die to be exposed to high temperatures (up to ~200C for the types of solder used by chip makers) will increase the total assembly time and decrease yields in terms of good chips making it out the door. The soldering process requires precise thermal control and cycle control. Get the solder just a little too hot or put a little too much on the die and you'll overheat it. Heat or cool it down too fast or far and it'll crack. Compare that with what is needed to squirt a pea of thermal paste on the die and slap the lid on and you'll get why it makes sense. Die yields are already low enough with the latest ultra-tiny 14nm-and-below processes, losing a good die to the "easy" part of CPU manufacturing (assembly) is very costly.