I don't know about LLMs, but I tried an Intel card when Ubuntu Wayland couldn't initialize a 2 year old Nvidia. It just works.
That is just Linux and politics. Linux wants to force vendors to open source theirs, Intel plays along, Nvidia as the market lead does not, so you have to use their proprietary one, which most distros do not ship by default.
Interesting. I had read that Intel's Linux drivers were far behind their Windows versions. I haven't checked in a few months though.