Back in the old days... tubes/valves didn't have fans that I can recall. And trust me when I say tubes just make a great room heater
Transistor (analog, think older) amps, fans weren't really required because electronics were built a bit heavier, the transistors and associated circuitry were typically some sort of point to point connection, and circuit traces were larger, so that if power levels exceeded in such a manner that the device would not keep up, not a problem. You usually heard clipping or distortion as the result, but not too much in the sense of being blown up.
Now, keep in mind, most didn't have transistors and decoding boards like we do now days. The ones in newer recievers are smaller, can handle the same job, and we can pack a lot more of those suckers in the same size package.
But the biggest thing, I think, is digital control that newer A/V's have. Some of the chipsets and processors in these newer receivers are quite powerful, and yet small, with associated traces. Because the processing these controllers can handle, they have the potential to generate a fair amount of heat, but also, the biggest thing, is more sensitive subjectivity to failure from thermal; because of the small size and amount of power it really has.
I think the fan is a secondary benefit for the amplifier section itself; it helps keep the actual power transistors cooler in case something gets a bit hot, but I think from a design and engineering standpoint, that the fans are there for the logic boards, as opposed to the amp section. Not to mention, if the processing boards aren't generating the heat, the amp section can be in close proximity to the logic boards, as well as generating enough heat in a confined, static area could affect the board(s) as well.
The amps really don't need it, but it does help.
Case in point, an old Heathkit H-80 with dual Zilog Z-80 processors, no fan.
My old 386, had a fan in the power supply, but nothing else.
First machine that had to have better cooling was a Packard Bell 200MHz MMX PC. It had airflow.
As the parts get smaller and faster, it's more important they keep cool.
Now, why they don't use heatsinks on those parts.. it's probably cheaper to stick a fan in a spot and do two jobs at once instead of sticking heatsinks on all the logic processors, costing the company more, and then you lose the benefit of cooling the amplifier section down. My two cents.