Hello, I am in need of a little advice.

I have a Fujitsu Celsius R610 with a single 2.4GHz Xeon CPU (533 MHz FSB). I have 4 original JMC Phoenix 60 coolers which are compatible.
The max it takes are two 3.2GHz Xeons and I am willing to upgrade it to that.

I was reading its motherboard manual and it states that for a CPU with a 3.2GHz clock speed or higher, a cover with air hose is required.
Can someone explain why these are needed?

Here is a picture: