I'm quite surprised at the amount of false information here.
First off Intel does indeed support OpenCL, as far as I can see up to 2.1. Not only this, but I have actual field experience with working with OpenCL on Intel APUs. The implementation works, and works well and will speed your processing the same way any other GPGPU compute technology would.
Integrated graphics (including intels...) offer the same types of performance benefits that one would find in discrete graphics. They also have some advantages because they are on the same die. Recently integrated gpus have become capable of doing zero copy operations, which means you aren't limited by bandwidth in the same way you are with dedicated GPUs. Modern integrated GPUs can access the same address space as your CPU, in OpenCL you release and acquire this memory in a similar way to doing DMA streaming from host to devices in CUDA/OpenCL. In this way, you can often get more of a speed up with certain types of batch SIMD processing than you could with a discrete card.
Additionally these integrated GPUs aren't of some new architecture never seen before, AMD's own integrated GPUs today are based on their discrete graphics line, and modern APUs use GCN for their integrated graphics architecture.
You use GCN drivers whether you are using a 580 or your amd APUs dinky integrated graphics. Bonus here is a picture of what integrated graphics actually looks like.
The problem here is that Blender itself doesn't support all OpenCL implementations or rather, because Blender has OpenCL code it uses for rendering, the code itself is not platform independent.
If you want a solution to this, there was another question asked here that claimed for you to be able to force the usage of native OpenCL implementation even if you don't have an AMD GPU. Note that I have doubts about this working at all.
When I mentioned the implementation wasn't platform independent, there are few things you have to realize about OpenCL.
OpenCL has a lot of extensions. So many that it actually can be quite a headache to make cross platform applications in opencl, since many of these extensions are very vendor specific.
OpenCL stands for Open Compute Language, and its main purpose is for heterogenous processing where you many have multiple devices whose vendor don't match but all support some OpenCL specification, allowing you to control and launch programs on each device from a host. OpenCL is not a GPU specific standard like CUDA is. The fact that something supports OpenCL clearly doesn't mean that any program can run on any device. Heck, even the steamlink supports OpenCL, do you think you would actually be able to render in blender on one of those?
Even among GPUs, ignoring OpenCL there are many vendor specific quirks to how they work. Things like wavefront/warp size, or Banked memory size change not only from vendor to vendor can also change from the same vendor. You also have to account for things like memory coalescing, which your GPU may or may not have utilities to aid with (Nvidia used to take memory in as chunks to help with this, and as long as your memory was grouped in RAM things weren't that bad compared to non sequential access).
I suspect that Blender may never add support for Intel OpenCL, because of the effort and lack of power of their integrated GPUs compared to discrete cards. It wouldn't help the majority of their users, and certainly not their core users.