Am I the only one here who thinks "threat model" and isn't all too worried? Physical access = full control, I've long held that belief and am not happy that this freedom is continually being eroded in the name of ever-increasing ridiculous "security" (a lot of it against the user, for things like DRM, as mentioned in one of the other comments here.)
Debugging/"test mode" features are basically present in all modern CPUs. I would not bet that Intel is the only one.
Edit: such features have been present in CPUs dating back to the late 70s, so perhaps "modern" isn't needed: see http://forum.6502.org/viewtopic.php?f=8&t=3366 and http://e4aws.silverdr.com/hacks/6500_1/