Comment by Animats

It's liquid cooling. Even ordinary pole transformers are immersed in oil.[1] As transformers get larger, cooling fins appear, then active pumped cooling.

It's the usual cube-square scaling problem. Heat generation increases with the volume, while heat dissipation increases more slowly, with the surface area. For small animals, life is a struggle to keep warm. For large animals, life is a struggle to cool off.

[1] https://en.wikipedia.org/wiki/Distribution_transformer