Any PC hardware has the capability of being DOA, it is just the reality of electronics, but nearly every PC component is tested before leaving the factory and being packaged for shipment.
I've had heatpipe air coolers that I have tested for review which have had faulty heatpipes, so air cooling isn't immune to manufacturing error, either.
However, the 'failure' issues that most people associate to AIOs is because of 1 of 2 reasons:
- There actually is a failure
- User installation failure
Of course, if you Google for 'AIO failures' you will get a list of forums discussing it, which is what you wanted to find. Of the millions of AIO units sold per year, an incredibly small percentage actually fall into the 'failure'...