Threadripper products do not ship with a cooler due to their high TDPs which require either the CoolerMaster Wraith Ripper air cooler, or a 240mm or 360mm liquid cooler. As both of those are quite expensive, AMD lets users choose their own instead of adding a fixed price to each unit, especially considering some users may already own a $100+ liquid cooler, and some enthusiasts may desire to setup a custom liquid cooling loop. Intel does the same thing with Skylake-X, their competitor to Threadripper.