I hesitate to speculate, but one possibility is that for large reactors you have so much heat that you need heat exchange by liquids rather than solids or gases

I hesitate to speculate, but one possibility is that for large reactors you have so much heat that you need heat exchange by liquids rather than solids or gases or non-atomic particles. My understanding is that solids are bad because electrons and phonons cannot carry as much energy as atoms. Gases are bad because they don't have enough atoms. This leaves liquids as best, which is why we so often see liquid cooling in animals and machinery.