Ignition coils get hot due to the current flowing though them while the points are closed. That heat has to be dissipated somehow to prevent the primary wire from becoming hot enough to open like a blown fuse. Oil is used in transformers as a vehicle to move the heat from the wire turns to the case where it can be removed by whatever means. The reason your coil clamps are so wide is because they are supposed to transfer the heat from the coil case to the clamp and (in the case of the Model A), to the firewall.
The idea of using epoxy instead of oil is troublesome. Epoxy, like oil, is not an electrical conductor, so it can be used between windings of a coil without shorting them. However, epoxy is not as good of a thermal conductor as oil, so less heat can be removed from the wire windings and transfered to the case. Even the Pertronix website mentions that the epoxy filled coils are for certain uses, one of which not mentioned is inside the very hot engine compartment of a Ford Model A. I would be concerned about the longevity of an epoxy filled ignition coil in hot climates.