Physics by smoke and mirrors...
Point 1 is that egg is clearly not being fried - simply you cannot fry an egg at those temperatures. Typically you need oil to be up around 180 degrees C or so, not a miserable 190 Fahrenheit. So that's not even a boiled egg - more one that has congealed through a combination of being gently warmed and throroughtly bored by a long wait (hence the time lapse).
Secondly, the claim that sticking heatsinks on the chips reduces heat soak into the server. Well there is a slight point in that a cooler semiconductor will be slightly more efficient so there may be a tiny effect at the margin. A more likely reason is to improve reliability of operation as the chip is unstable at higher temperatures (and, at extremes, it will improve longevity). Hyperclockers know this sort of stuff. However, festooning a board with heatsinks is, as often as not, a sign that it's using a lot of power. Think of all those high performance graphics cards stuffed with fans and heatsinks due to the silly power consumption numbers.
If you are worried about heat soak into your server and datacentre, simply read the board specs on the power consumption (and you can guarantee that server builders pay attention). Choose the one that uses the least power that delivers the performance levels and has a decent reliability reputation (OK - there's not actually that much choice in this case) and don't worry about frying eggs (which they can't). In general, boards with fewer, and smaller, heatsinks (and fans) use less power.
As it is, that video is a joke and treating customers like idiots and is more in the line of the sort of pseudo-science that is used by celebrities to flog over-priced "wonder" cosmetics to the fairer sex ("and now for the science bit"). Just a play on psychology. In this case they haven't realised that they are trying to sell to a bunch of IT nerds, many of whom have a training in science.