Assuming the CPU you are using is relatively modern (from the last 15-20 years?), it would shut down before you could do any thermal damage to it. Note, the damage to Intel CPUs that mildlyfrostbitten is referring to happened because the motherboards were supplying too much voltage to them, not because they were overheating.

As for why you’re experiencing a decline in performance… who knows. There could be any number of reasons (and if you’re interested in figuring it out, perhaps make a post on one of the PC help reddits), but that the CPU was overcompensating before (which is impossible, because CPUs, GPUs, all chips really, do as much work as they can as fast as they can, unless you deliberately tune them not to) and that the CPU somehow damaged itself through overheating, is not one of them.

If I had to guess (and I have to admit, I have no firsthand experience with Rimworld), the reason you’re getting diminished performance in that title probably has more to do with the CPU and not the iGPU. As far as I know, Rimworld is pretty computationally demanding, so it would make sense to me that if you’re using a CPU with an iGPU, and the CPU is already struggling running the simulations, plus it has to prepare frames for the iGPU to draw (assuming the render pipeline is the same in an APU as it is with discrete graphics), it makes perfect sense that you could be experiencing difficulty running it. And it’s interesting that you’re comparing Rimworld to games you played previously, so you don’t have a like for like comparison. Perhaps the other games were more graphically demanding, easing some of the burden on the CPU and providing smoother frame pacing to the iGPU, allowing it to stretch its legs, so to speak. But this is all conjecture without more knowledge about your system and how it runs other games.