Ryzen 5 2600 TDP rating is 65 Watts while the Ryzen 7 5800X is 105 Watts.
So you will need a strong CPU Cooler to prevent the 5800X from overheating. If the CPU Cooler you are using now is rated above 150 Watts TDP that might prevent it from overheating under heavy loads.
The Maximum Operating Temperature for the 5800X is 90c. So as long as the CPU temperature doesn't reach 90c it shouldn't throttle unless the Motherboard itself throttles the CPU.
Motherboard throttling could be due reaching maximum PPT, CPU Power, TDC, EDC, or SoC Power.