They use thermal pads for less critical components on the card. The GPU gets directly cooled via thermal paste and direct contact with the heatsink, while the others usually have thermal pads linking them to the memory cooling plate that gets cooled indirectly by the airflow past the heatsink fins. These thermal pads add to the load on the cooling plate but eliminate the risk of overheating the vrm modules. You will be learning how to take apart a GPU air cooler though.