Units without the heatsink are for MK1 Golfs, they have a different metal mounting bracket which is like a big heatsink

MK2 ones should always have the heatsink built in, if you dont have the heatsink I would agree it needs paste. However I dont think the MK2 bracket would be able to offer enough heat soak to stop it blowing, do you know if its possble to seperate the MK2 unit from the base without damage?