Automobiles are systems: every component interacts to some degree with every other component. So, when you modify an engine to pump out more power, it also is producing more BTU's which need cooling by the radiator. This is further exacerbated when part of one's modification includes a more effective intercooler which heats up the air before going through the radiator. So upgrading one's radiator ought not be overlooked, especially when mods begin adding more than 20% more power (i.e. 20% more heat to be shed by the radiator).
But it's not quite so simple: you don't want to reduce too much of the heat from the engine's coolant either. It is possible to modify one's cooling system to the point where one's thermostat is opening and closing much more frequently than the engine was designed for. This can happen when a car has an upgraded radiator and driven moderately in very cold conditions. Additionally, a hyper-efficient replacement radiator in frigid weather can create more intense changes between the heated engine coolant and the chilled radiator coolant when the thermostat is opening and closing. Gradual changes between these two temperatures is usually preferable to extreme temperature shifts in the coolant--especially for an engine with a poorly designed thermostat/water cooler housing, like the EA888. So getting a radiator which best matches one's cooling and driving needs is an important consideration. Obviously, this is less of an issue with the California based OP than it would be for a Canadian like Daks. My guess is that the CSF radiator wouldn't be so uber-effective that it might cause many issues, but I'd look into that aspect if I were adding it to a DD car where they have genuinely serious winters. My 2 cents (US and Canadian).
