Removing R2 would increase the chances for thermal runaway, there are two "loads" on R1, one is R2 and the other is the transistor. If one "load" is removed than the voltage goes up. If R2 is removed then the voltage Vcb goes up and so does the current Ib. (you could also think of it from a current node perspective and the current through R1 must go through R2 and the transistor, if R2 is removed all the current goes through the transistor, which is a simple way to look at it but it sill works) This would increase current through the transistor because Ib would be higher and so would Ic.
But thermal runaway is independent of this. If you heat up a resistor, the resistance will change a bit (usually in ppm) but this normally doesn't produce a noticeable change in current.
The power dissipated in a transistor is based from Ic. So if you heat up a transistor, you get more current through the collector. This can be bad because this causes the part to heat up more, and more current to flow through, and more heat.
This is why it's important consider the thermal runaway effect and make sure you've considered the changes in beta over temperature. A good idea would to find the max temperature for the design in the datasheet and also consider what would happen if it increased Ic.
Here is an example of how current gain changes in a real transistor with temperature (the 2n3904). At certain currents (like 10mA) Ic would increase with the temperature increasing. The good thing is the designers accounted for the thermal runaway effects and at higher currents, beta/hFE goes down with temperature at higher currents which reduces the thermal runaway effect. In other BJT's, this may not happen
