CFL's also get hot, but the heat is on the coiled glass tube, so the heat and light radiate from the same place. Because the coil is the radiator, they ventilate heat naturally. In order to trap the heat in a CFL, you would need to design a fixture that doesn't let light out.

The problem with LEDs, is you need a metal radiator positioned to not block the light. In a recessed fixture, the heat can get trapped.