I don't think that is the case--at least, not in stock Debian kernels. I have an Athlon XP 1700+, and it idled at 45C until I installed athcool. Now it idles below 40C, sometimes as low as 30-32C in cooler weather.
I have to agree, my Athlon 64 3200+ runs at least 5-10c cooler in Windows (with C'nQ) than in Linux. I think its because the default kernel state for powernow is 'Performance' which keeps the processor at full speed.
Wackojacko