While playing high graphic games, it tends to operate the Processor, memory, and RAM to its full capacity and does produce heat. When the device is overheating, it will affect the same parts and may deteriorate its performance. Thus lagging and auto shutdown could be experienced. The device clock speed may reduce as well to cool down the phone but the gaming experience will be draggy as well.
Due to this, Galaxy Note 9 has employed Carbon Fiber heat sink and a thermal spreader which is 3x bigger (335 mm.)than the one used with Galaxy Note 8.
It produces a much better cooling performance.