I agree. The only processors that seem to support it are designed for servers (eg Xeon). Other processors say they're compatible but don't actually use the ECC part of the memory.
I built a ML workstation for my work team and was disappointed that my options were: expensive, low clock speed server CPU + ECC, or inexpensive, very fast, desktop CPU without ECC. Even if I were willing to pay more money, it was really hard to get the same performance if I needed ECC.