Those heatsinks are for cooling the CPU's power supply components (similar to the VRMs on a GPU). They are often mounted using springs (as are many CPU heatsinks) as the springs help even the pressure load and keep the heatsink mounted with the correct amount of tension.
I'd guess that you're probably fine as long as the heatsink is currently seated correctly. I'd say you could always remove the heatsink and reapply some thermal compound, but I'd worry that they are actually using thermal tape - in which case trying to remove them might do more harm than good.
I'd just leave it.