They must, I've been playing TLOU2 on my ~1 year old PS4Pro and it's very quiet, almost silent. I've never heard it make much noise on any game, even when ambient temps creep into the mid 80's.

It depends how you have it placed, too. I played on a 2 year old Pro and it was extremely loud, but I have it stuffed in a media center cubby, so it's always suffering from low airflow.