To be clear, they are absolutely possible. There’s nothing preventing them with today’s technology beyond cost.
That doesn’t make musks statements correct. You can’t “easily” cool things in space. Virtually none of the conventional cooling methods work as most rely on heat moving from hot thing to cold thing, that cold thing usually being air in the end. But in space, where there is only vacuum and no air, heat will just build up until whatever is heating it breaks.
As the original tweet said, you can still get rid of heat, but it’s much slower (unless you’re ejecting super heated material regularly) and is quite inefficient.