Most air cooled engines do indeed have fins on the cylinder heads. Many but not all overhead valve air-cooled engines have cooling air passages between the valve stems and around the cam chain passages. I was unable to find a picture showing these passages, if they exist, on the Savage. However there are plenty of fins on the sides of the head. The intake valve is largely cooled by the incoming air-fuel charge. Some heat travels up its stem, but is mostly absorbed by the valve guides. The exhaust valve is cooled largely by heat conduction through the valve seat; partly by conduction to the valve guides. On the Savage the valve stems are contacted by rocker arms, not the cams, so are unlikely to transfer any heat to the cams. However the cams and rockers run in the head, and there is plenty of heat there to warm things up. Some oil circulates through the head for valve train lubrication, and this oil undoubtedly picks up some heat and carries it to the crankcase. Most of the heat leaves via the cooling air.

We have already mentioned the cylinder. The area of the cylinder is greater than the area of the head, but the temperature is at its highest only at the top of the cylinder, dropping as expansion takes place during the power stroke. That is why the fins are usually larger at the top of the cylinder - because there is more heat to dissipate there.

The piston crown is one of the hottest spots in the engine, exceeded by the exhaust valve face. Heat travels by conduction through the piston metal down to its skirts, and thence to the cylinder walls. Cooling pistons is one of the challenges for engine designers, and oil sprays are sometimes used. Some heat will travel from the piston to the wrist pin, thence to the rod. I doubt much heat makes it through the rod to the crank, because the air in the crankcase is relatively cool and the conduction path is relatively long. Most of the heat in the bottom end of the engine will come from friction in bearings and conduction through the metal from the cylinder to the crankcase. In motorcycles the transmission is also in the crankcase. Transmissions are not 100% efficient, so the 3% or so loss in the gear train will show up as heat.

Briefly digressing to two-stroke engines. Cooling pistons in two-strokers is even more difficult than in four-strokes. There are twice as many "fires" at the same RPM, so only half the time available for cooling. There is no oil in the crankcase for cooling. The piston in a two-stroke is cooled partly by the relatively cool incoming air-fuel charge, but mostly by conduction to the cylinder walls just as in a four-stroke. Air-cooled two-strokes always have fins on their heads for cooling, since the only thing in the way is the spark plug.

Let's give engine designers some credit for knowing how to design engines. Let's assume they make the cooling system most effective in the places where there is the most heat to dissipate. Look at the engine on your Savage. Are there any fins on the crankcase? If not, then perhaps the designers didn't think there was that much heat there to be dissipated. True, it runs hot enough you wouldn't want to touch it, but it isn't expected to dissipate a lot of heat. I point out that the hotter any part of the engine gets, the greater is the temperature difference between it and ambient air, and the more heat is dissipated.