Probly not epoxied. I have seen some socket 939 chips that used the stock HSF and was baked on pretty good, I think those are pretty close to the am2, had to twist the heatsink to get it loose. The pins of your old CPU probly just slipped out of the socket but check the socket/retention mechanism for any damage or dislodged CPU pins remaining in the socket before installing the new cpu..

Try a different CPU thermal grease, the factory amd thermal compound works well enough but tends to get baked on after a while and usually doesn't perform as well as the good stuff in regards to load temperatures.

I use Arctic silver 5 but there are other good ones.