CPUs are starting to move toward 2.5D and 3D packaging, but for the foreseeable future thermal limitations will prevent a fully 3D processor from being viable. Transistors per unit volume doesn't really have advantages over transistors per unit area when we're at most looking at stacking some cache on top of the CPU logic (and in the near future, we're really just putting chiplets alongside each other and providing interconnections with similar performance to communication across a large monolithic die).

You're totally right that heat is the enemy to 3D designs. They will only work with low power, or if nanoscale heat pipes can be integrated into the design.