I feel the Xbox 360 original version and some more hot running laptops having overheating and reliability problems may of cause people to think slim/thin desktops are more likely to overheat.
I used many slim desktops at school, and home, and I rarely get overheating problems when using slim desktops for average tasks like watching online videos.
Some of it could be people who are used to using computers for more intensive tasks, like gaming, are worried about thermals. Sometimes you get caught up with using computers for one thing, you forget people use them differently. Kind of like how some PC gamers only think of computers as a gaming device.
Some slim desktops have many cooling vent holes and faster spinning cooling fans which help with moving more air into the case. Some slim desktop have internal power supply with a small cooling fan to help move more hot air out of the case.
I feel overheating and hot running smartphones may make some people think that slim/thin desktop PC are more likely to overheat even if the slim PC have a good enough cooling system to cool the slim pc's CPU and other internal parts like RAM.