The thing to watch out for is the power dissipation.
These devices control the power by using an electronic switch called an SCR (aka thyristor) or sometimes a triac.
It's an inescapable characteristic of such devices that they drop about a Volt across them when they are turned on. This means that they need to dissipate 1 Watt of heat for every Amp of load current passing through them.
To put some context on that, 1 Watt of heat is enough to raise the temperature of 1g of aluminium by about 1ºC per second.
These units typically claim to be able to control 4kW - i.e. a load current of 18A. That means it has to dissipate up to 18W of heat (at full throttle).
If you look at the spec for heatsinks (e.g. on RS) they are rated in ºC per Watt, which tells you how much hotter than room temperature they'll get for a certain amount of heat power.
Typically for the sort of size heatsink shown in the product photo (100x60mm) you're looking at around 3.5º per Watt, assuming good ventilation. So at 18W you're looking at 60ºC above ambient - say 80ºC.
Personally I'd say a cooling fan was absolutely essential from a safety perspective; and I'd be rather sceptical about the ability of a device like this to handle 80A for more than a few seconds.
In my humble opinion I would avoid using devices like this to control anything more than a couple of Amps. A telling question to ask the seller would be "what is the maximum continuous load current that the device can safely deliver using the supplied heatsink?"
