That's blaming the station/iron for your mistake IMO. If you need more thermal mass to be happy, then use the proper tip! There are plenty of larger tips with much more thermal mass available. Aside from this, if you make sure to add a good blob of solder to the tips before attempting a larger joint, the thermal mass of the tip will be substantially increased.
The screw collars are best used one per tip for hot swapping. They really aren't that expensive, and make things much easier. Tips can be changed with bare hands pretty easily that way, I do it all the time.
As far as the power ratings, I did quite a lot of looking at Ersa publications before I bought my i-Con 1 and I saw a couple that rated the i-Tool used with the i-Con 1 at 80W continuous, 150W for up to 30 seconds at a time. What the cooldown period between was (duty cycle) they didn't specify.