Windows users have it easy. The XTU (Intel Extreme Tuning Utility) allows laptop users to undervolt their laptop processors. On Linux, you have to rely on either a good fan setup in your notebook, or on intel-undervolt, the unofficial undervolting project.
It seems like Intel is considering to implement their own Kernel driver solution for undervolting Intel CPUs in laptops. See this Kernel mailing list: https://lore.kernel.org/lkml/20200907094843.1949-1-Jason@zx2c4.com/T/#u
There is some discussion going on about the undocumented MSR and if it should be permitted to play around with it for the sake of cooler laptop CPUs. Most developers seem to agree that it would be indeed a good idea to implement CPU undervolting on the Kernel level.
Intel needs to provide better documentation of their CPU features, including MSR. Since Intel has a huge team of open source developers on their payroll, the development of a new Intel undervolting solution for Linux users seems to be very likely in the coming months.