The power dissipation in R1 will be lower is it's part of a potential divider or you're using a zener, not that it matters.
You're right about the power dissipation of the transistor.
The practical power dissipation is limited by the heatsink.
According to the datasheet, the thermal resistance of the transistor to ambient, without a heatsink, is 62°C/W so with a power dissipation of 1.5W the temperature rise = 62×1.5 = 93°C.
The maximum operating temperature is 175°C.
If the ambient temperature is 30°C, the temperature of the transistor will be 30+93 = 148°C so no heat sink is required.
However 148°C will be how enough to burn you and melt some plastics so you might opt for a cheap clip on heat sink.