And that happens because you have overcome the TDP limit. The Heat-Sink is not able to dissipate the excessive Thermal Power and your Temperature is starting to rise until it reaches TJunction Max and that will trigger the Throttling Mechanism of the CPU.
Not necessarily, imagine a 20W chip at idle with a huge passive heatsink.
Now remove the heatsink, the chip will remain at idle, there is zero chance to ever reach that 20W TDP.
However it will throttle or even shut down... because there is no heat transfer.
If you consider TDP as "maximum allowed power consumption" then the only possible way to exceed this is via overclocking.
If you consider TDP as "usual power consumption"... which is somewhat closer to what we see now with Intel's new chips and AMD's TDP...
Then yes, there are several ways to exceed that TDP and have the CPU throttle.
Sadly "New TDP" is linked to cooling, so a 45W chip that will not throttle under usual conditions, will throttle with the 38-41° you have in Athens.
So you should expect quite often to see something like "Intel 35W Chip".
The laptop designers decide to opt for a 30W cooling system, thinking "99% of our customers will never charge all 4 cores at 100%"
Now try running Prime95 or that same laptop in June in Athens....
It's even possible that the chip never draws more than 35W but shuts down at 33W used due to overheating.
You end up with an "under-designed laptop" + "uncommon load" + "athens summer".... well played !
So TDP discussions are always tricky