Integrated GPU's are more of a general purpose adapters/accelerators and in the last 10 years they are fairly good at it. Then, integrated graphic solutions is a very broad, ranging from Intel HD/UHD 620 so commonly found in laptops running with a slow, single channel RAM to a latest Ryzen 4700G (wich is a bit faster than a desktop GTX 750Ti/GTX 660).
I'm not even mentioning (well, I am) lower spec like Celerons and Atoms.
Note that the GPU work is far more broad than play 3D games, usually the latest the better at doing decoding of video codecs and web components, reardless the "power" of the GPU.
I have no trouble playing The Falconeer, Grid Autosport , X-Com or Shadow Tactics on Intel HD 620. What you cannot expect is a iGPU with a TDP of 15W to be able to deliver the same performance as 150W dedicated cards, with way faster dedicated memory. I can play those games but obviously at lowest settings and reduced resolution (compared to native 1920x1080).
That said, I kinda agree with many posts, that games should not need the latest and greatest to be fun to play but then again, most popular games today are built around really heavy X-platform engines. Fell Seal (stellar example) runs on pretty much any modern hardware using Unity 2018, while Beat Cop is way more taxing on the system, using older Unity 5. Actually I'm kind of amazed a pixelated game like Beat Cop can run that poorly even on very low resolution (800x600), sure, simulating a "whole" city do tax the CPU quite a bit but there are way better looking games than run much better...
X-Com runs well using Unreal engine while Rime, well it can only be played on low settings 1080p on a GTX1650 (comparable to a 250-300$ card at the time the game launched)
Mobile games are a good exemple of what can be done with little resources available.
Random intresting facts:
Laptop i5-8250u integrated GPU is far more power hungry than nVidia MX 150 while decoding video and general web browsing, meaning always using the nVidia card can actually save battery. (BTW this CPU is very power hungry)
Very old AMD/ATI 3000 (non-HD, 2009) motherboard integrated graphics (as found in old phenom systems) can help decode some modern video codecs and play some games, like Into the Breach and SteamWorld Heist at full speed, while comparable Intel iGPU is pretty much worthless nowadays.
Integrated graphics with RAM running on dual channel mode, can be 20 to 40% faster on games with little to no cost of power consumption, compared to single channel. Even Microsoft's Surface 3 with only 2Gb of RAM, are setup with dual channel.
Modern laptop SKU's names are non-performance indicative. The same i5 CPU can be manufacturer configured in a number of ways and perform drastically dissimilar in each configuration. This means a i5 can be power limited and perform worse than a i3, while still costing more.
New
Intel CPU's are very HOT, and being still stuck on old node, probably means x86 will slowly die.
Anyone looking for a dektop mini pc, take a look at
i5-8259U NUC8I5BEK and
i3-8109U NUC8i3BEK, those use Iris Graphics wich are a considerable step up above Intel UHD offerings, both being quite cheap (220-280 Euros respectively barebones).