Both your CPU core and the base of your heatsink have millions of microscopic peaks and valleys that are obviously not visible to the naked eye. The heat that rises from the core of your CPU gets absorbed by your heatsink, and then as the heat continues to rise through the heatsink it is dissipated by the fan. The more contact your CPU core makes with the heatsink, the more thermal energy it will be able to transfer in it, and as a result your CPU stays cool.