Yes, head dissipation is a concern, but you see a lot of boards with a bunch of dead space around flat surface-mount MOSFETS next to a bunch of Pololu-style stepper drivers sticking up from the board, when they could use some of that wasted vertical space to mount a heatsink instead.
In fact, a really smart design might even be able to take advantage of the fact that most machines these days have lots of aluminum in their frames. Granted, it would be tough to do in a DIY-friendly way, but it would be cool to be able to to sink heat from the drivers and MOSFETS all to the printer’s frame (or, optionally, to one big heatsink that can optionally be purchased along with the controller).
I bet if you designed for it specifically, you could get all of the drivers and mosfets into a 40mm square area that you could attach a standard CPU heatsink to. Then if you needed to run more current, you could just get one of those fancy rigs that overclockers use.