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[The Fifth Horseman]

They do have thermal sensors, except their readouts are not readily accessible. You need something that allows you to check SMART data - like Everest - and hey presto, temperature readout.

Also, when the electronics suffer a critical overheating that damages them, the results may not be immediately noticeable. Only later, as the damaged electronics continue to deteriorate, you begin noticing strange symptoms.

Microfractures on the drive's PCB can also lead to this kind of situation, as when the drive heats up, the metal of circuits expands a little and can "bridge" the fracture, while when cold the fracture opens the circuit. (reverse situations also happen).