How much heatsinking a driver board needs depends on how efficient the driver is.
Some of the drivers are essentially smart resistors which control the current and burn off the excess voltage. Those might requite heatsinking depending on how much power they burn off.
Others which are actually buck or boost drivers, those might or might not require heatsinking. From what I see, the higher power buck/boost/buck-boost drivers should be heatsinked but the lower power ones are usually fine(they usually touch the pill anyways and some of the heat can be removed that way).