The part that consume electric power (= generates heat) in a semiconductor device is the junction.
(In the case of a MOS, there are no junctions, but for the sake of simplicity, the same expression is used.)
The heat that is generated at the junction propagates through the internal structure of the device and reaches its surface (case).
The heat is released into the ambient air through case.
In other words, there are two stages (thermal resistances) in series from the junction that generates the heat until the ambient air that ultimately absorbs the heat.