I think AMD also stated there will be no dual CPU Threadripper setups. so the CPU interconnect stuff also won't need to exist on threadripper motherboards.
See eg. or Socket 'L' vs. 'F' in AMD's history (hint -- they're the same thing), or the various Socket 2011 Intel iterations across server/enthusiast markets.
You may lose out on some features (eg. RDIMM support with server CPU, overclocking support in either direction, etc.)
Untimately, I hope, the cross-compatibility of EPYC CPUs on enthusiast chipsets will be a decision for motherboard manufacturers to make, as it has been in the past. 64 PCIe lanes should be enough for... at least some of us ;)
ETA:
As parent mentioned, the situation this time is more complicated.
Threadripper in an EPYC board is likely to be problematic -- the CPU doesn't have enough PCIe/Infinty Fabric connectivity to allow CPU links and PCIe to be active simultaneously. Even in a 1P system, only half of the board's potential PCIe lanes would be available. Due to these issues, it's likely such a setup may not be supported. It would be a strange thing to try in the first place, however, especially if equivalent EPYC parts end up similarly-priced to Threadripper.
EPYC in a Threadripper board is the news I'm hoping (and expecting) to be better -- the parent talked about powering the extra dies... an interesting consideration, though I expect (and hope) the only pins which won't be broken out on a Threadripper board will be the extra PCIe lanes.