Like 87 said, thermal expansion slowly damages them, so less extreme shifts between temperatures are better. Hence when turning the PC on, I also let it slowly “warm up” before heavily loading it, and don’t run the fans too aggressively when it’s cooler.

You can also have individual components overheat and die. VRMs on some 3090s are notorious for this. I’m trying to minimize this risk by undervolting and clock capping it, so current draw never peaks too high.

Aren’t GPUs made to run at full power without wear?

That's just textbook propaganda from hardware manufacturers.

They can say it because technically the change from cold to hot damages components... Not the actual heat... Afaik.

Also, thermal throttling tanks performance, especially in CPU's. It causes massive hitching or even crashes.