The Material Optimization and Reliability Characterization of an Indium-Solder Thermal Interface Material for CPU Packaging 2006 research summary straight from Intel's materials science department. Apparently indium based solder has a reliability impact on smaller dies since constant thermal cycling will cause the solder sheet to crack and with it the die it sits on top of. But that's for smaller dies, there's still not much info on why they don't solder their big HEDT dies.
I reckon they probably improve their margins slightly by using polymer TIM and it's probably also due to their push to be environmentally friendly (they most likely get tax breaks since polymer TIM is indeed a lot more environmentally friendly than indium solder).
The issue with the big Skylake-X chips is if you do AVX stress testing on them and the motherboards don't apply the TDP limits properly at stock, a lot of X299 motherboards apparently don't. The AVX throughput of those chips is massive (akin to 4x Zen cores per Skylake-X core).
On that note,
der8auer desoldered and delided old 6950X and 5960X chips and still got 8~10C better temps with liquid metal, mainly due to the solder sheet being thick on those (probably for reliability reasons). Their polymer TIM Skylake-X being only ~10C off their soldered counterparts isn't bad at all in my opinion, and I presume they'll keep improving their packaging with future chip iterations. Technically if they can get that polymer TIM layer thin enough it could match the performance of a thicker indium solder sheet.
Either way, it's sad but that's how it's going to be from now on, I don't see Intel going back to solder.