Replacement motors should come with thermal pads if they are needed.

I'm upgrading my Mk 3.9 to a Mk4s, one of the steps involves replacing the X and Y motors. The Y motor has a thermal pad on it to conduct some heat into the frame and keep it cool.

It's impossible to remove the thermal pad from the motor, it just crumbles. I just ordered some new thermal pads off Amazon.

I really think Prusa should include thermal pads with motors sold as replacements.