And dust gathers on things like fans and heatsinks - it can provide an insulating layer then, keeping the heat from getting from the heatsink to the air.
It will do the same thing inside a monitor, which can be a fire hazard. Just don't go and put a cover over the monitor then, as that'll trap heat inside, which can also be a fire hazard.
Best bet......maybe lots of dust filters on the PC's air intakes, and an LCD monitor.