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I bought this kit without the cold end block: https://store.micro-swiss.com/collections/wanhao-i3/products/micro-swiss-mk10-all-metal-hotend-kit
(which is the same content as for the D4)

And there was thermal paste included. Seems they think it's not needed for the new cold end block - though this is clearly a stupid idea. Thermal paste will make things only better on the cold end side.