There may be a risk of running into thermal throttling in such a use-case, as laptops are really not designed for sustained loads of any variety. Some deal with it better than others, but few deal with it well.
Part of why this is a problem is that consumer grade NICs often tend to overload quite a lot of work to the CPU that higher end server specced NICs do themselves, as a laptop isn't really expected to have to keep up with 10K concurrent TCP connections.