A very good question indeed.
The final stage resistor was first used (IIRC) on German cars on the MB 126 chassis. It was a large unit located inside the heater-A/C plenum and about the size of a 1/2 a carton of cigarettes. (Fags for our British brethren)
Rather that use the old school method of using a resistor pack with 3 different resistors for low, med-low, medium (high was a by pass and direct batt. voltage to the blower motor, giving you 4 speeds in total) they sought to give infinitely variable blower motor speeds.
This nessicated the use of transistors inside a housing. The unit produces a good deal of heat especially on the lower blower speed settings, so they needed a way to shed the heat out of the pack by placing it into the airstream of the heater-A/C plenum.
Over the years almost every one of these (regardless of car manufacturer) has undergone revisions to the internals, size/composition of the base and potting material and the revision of the number and length of the heat sinks. (the comb things)
IIRC the latest version for the E46 has 39 heat sink rods.
It's extremely important to FULLY install these when replacing. The idea is to get as much air as possible over the heat sink rods so the unit does not overheat and fail prematurely.