There are a wide variety of potential reasons for this. Here are some of the most common ones:
- Lack of mounting pressure (CPU, GPU)
- Incorrect installation of thermal pads (GPU)
- Cold plate sticker not removed (CPU)
- Low coolant or air flow in system (CPU, GPU)
- Components running at abnormally high voltage (CPU, GPU)
- Lack of thermal paste coverage
Each of these will have their own specific fix. Lack of mounting pressure could come from either an obstruction preventing good contact or simply the screws not being tight enough. Incorrect installation of thermal pads ties into this. If a sticker is in the way, their thermal conductivity is not great and gets the cooler further away from the source of the heat. This is bad, peel the sticker off. Insufficient flow of either air or coolant will prevent the loop from being able to carry heat away quickly. Try changing the speed of your fans or pump and see how much difference you get from running them at max speed vs. the current speed. If a component is running abnormally high voltage and pushing especially high wattage, it can be difficult even for a custom loop to keep the temperature down, especially as processors become ever more heat-dense. Improper thermal paste coverage will cause inefficient heat transfer, much like the sticker.