Sometimes HP supplies a different heatsink based on the CPU. I would be concerned your system was supplied with a heatsink only suited to a small (60W)TDP. If you install a 130W CPU, it may be an issue. also with the 130W CPU you usually need the full set of fans. Also, HP sometimes supplied a power regulator module with a CPU. They are not always identical between CPU's.
Frankly, all of my experience is with other HP boxes, and I would not be surprised if it does not apply to the model you have, but I would check it out.
PS according the the quick specs, some chassis do not support all the CPU kits, so check that out as well
Also, some CPU kits do not support the backplane. This leads me to believe that the reason might be because the high END CPU's require a swap to a much larger heatsink.
HP Proliant DL160 G6 Quickspecs