When building a system with multiple CPUs you can only select a single CPU cooler, regardless of the number of CPUs the build contains. Coolers need a quantity select like CPUs have.
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Any particular case you were looking at? I'm not seeing it here.
I think I found the error: The motherboard I'm looking at is not in the PCPP database. It looks like CPU coolers are tied to the motherboard, and not the number of CPUs.
CPU coolers are done similar to storage in that adding another option will not immediately replace the existing one, even if you don't have a prompt on the main part list page for adding another one.
Here, you can see that the number of CPU coolers is not limited by either the number of CPUs nor the motherboard:
If the option to add a CPU cooler goes away, you can simply go to the CPU Cooler section in the top toolbar and add a second one to your parts list from there.
it only happens with certain configurations.