there is a big difference in the light output per watt power input - typical light output efficacy for halogen tungsten bulb is about 17 lm/W for 100 W bulb and typical light output efficacy for LEDs is between 50-100 lm/W. that means if you need the same luminous flux you will generate less heat to sink with LEDs because they are more efficient.
it's kind of a misunderstanding that bulb doesn't have heatsink since the bulb itself is a heatsink. however the LEDs need to be cooler (you will damage the devices if you let them to heat above 100 °C) so they need bigger heatsink to spread the heat more efficiently because there's lot lower tempreature gradient between the LED and room temperature. still they generally generate less heat.
it's a good idea to use a red LEDs inside yout safelight.