EvE's Incarna expansion would like a word with you.
Unless, you assume that thousands had a poor cooling systems.
That's exactly what I would assume. Actually, I'm pretty sure that's it.
More than a half of pre-assembled systems (and especially laptops) have horrible cheap cases with near non-existent airflow, dried up thermal compound or simply poor coolers. Most of those systems work just fine-ish, but then a game comes up that actually uses the hardware capacity at its best and... things fry. The same has happened with Starcraft 2, when they did not limit the FPS in the main menu making the GPU's go whoooo! Bam! Dead systems. However, if your GPU can't handle the heat while fully loaded - it's a hardware malfunction, not a game's flaw.
Games can't cause overheating simply because games don't control your hardware's firmware. Drivers can do that, though, such as in case of overclocking, but even then it will not just happen, unless you screw up yourself by tweaking clocks and voltages (in rare cases - driver's producer screws up). Even if the chip heats up to its thermal threshold (which should never happen with a proper, correctly mounted cooler even at 100% load), the firmware will throttle down the clocks a bit to allow the cooler to do its job. And the only way you can experience real overheating is either if you have screwed up the clocks/voltages/fan profiles or if your cooler is failing to keep up. In both cases - it's not the game's fault.
Sure, the developers could simply limit the game's performance a bit, but then there would be thousands of angry users complaining of poor frame rates (which is actually the case even now). But the answer is way simpler: if one wants to play the latest games, one makes sure the system is up to par, with proper cooling solutions, adequate casing and a good air circulation inside of it. It can also be tested easily, as there are many synthetic tests, that push your hardware as no game would ever be able to do. If the system fails - you need to address the problem. If the system handles it fine - there will never be any problems with any game. Ever.
Sorry for a long rant 