Most distros package thermald but it may not be enabled nor work quite properly out-of-the-box. This is because, historically, it has relied on the closed-source dptfxtract utility that’s provided by Intel as a binary. It requires dptfxtract to fetch the OEM provided configuration data from the ACPI tables. Since most distros don’t usually ship closed-source software in their main repositories and since thermald doesn’t do much without that data, a lot of distros don’t bother to ship or enable it by default. You’ll have to turn it on manually.

The particular thing in this post that I had no idea about. Had thermald installed for almost a year without a config file and completely clueless.