Actually, that's proof that the Athlon will still do the correct thing all the way to its death, whereas the Pentium crashed and thus also saved itself. Also, the P4 has more thermal mass due to its heatspreader, and therefore can sustain non-HSF operation longer.

Motherboards/CPUs in those days didn't really have thermal shutdown failsafes, in fact, we had to rely on the motherboard to report CPU temperatures, there weren't any built into the CPU itself. What we did have was shutdown on CPU-fan fail.