That's only because many ppl are clueless as to exactly what constitutes TDP.
Thermal design power is the amount of power in watts used by a cpu (going with Intel version) averaged from a specific series of apps at base clocks without hyperthreading. Since the amount of watts used is within 5°C ± of most cpus, TDP as it applies to thermal watts was adopted as a general reference.
Which is why TDP is almost identical on an i7 or an i9 or an i5 in the same series/gen since it's all the same base clock speeds, all the same apps on all the same number of threads, one per core.
Apart from the i9 9900k, for Intel cpu's just figure a cpu cooler needs to be @ 1.5 to 2x TDP for stock gaming use, if introducing OC figure 2x to 3x. Err on the side of caution though, where an i5 would be ok with 1.5x TDP, an i7 with its hyperthreading would be better suited at 2x.
So a 9700k would be looking at the 180-220w range of coolers, which is the Cryorig H5, Dark Rock 4, Scythe Fuma2, Noctua NH-D14, most 240mm AIO's.
The 9900k requires no guessing or estimates. It's 200w output stock and upto 250w output at locked core turbo makes things simple. Cryorig R1, Noctua NH-D15/S, any 280/360mm AIO or full custom loop. Anything less and start looking at gaming temps over 70°C, Prime95 in throttle or capped thread usage.
With case size limitations put on cpu coolers, there's really only 1 rule. Bigger is better. You cannot Overcool a cpu, but it's far too easy to Undercool one.
Like psus, cpu coolers are components where budget should not apply, they are pc must have components, every other component is a luxury choice.
Guessing the wattage of a cooler is easy.
Stock intel @ 110w
92mm coolers @ 130w
Budget 120mm @ 140w
Mid sized towers @ 180w
Mid sized twin towers @ 200w
Full twin towers @ 250w
120mm aio @ 140w
140mm aio @ 200w
240mm aio @ 250w
280mm aio @ 300w
360mm aio @ 350w.
But obviously do apply a little common sense. A thin rad will be on the lewer end of the wattage range, whereas a thicker rad of the same size will be higher wattage.
If a cooler manufacturer feels spiffy about their product, they'll usually put the wattage, as it's usually a slight step up from the competition, such as the Cryorig H7 is 145w, just to stick it to CoolerMaster and its 140w hyper212 evo.