Certain workloads aren't total "gimmicks" (i.e. small embeddings models), and often those CPU optimizations are on things that absolutely do take advantage of the CPU well (i.e. graph analysis) or on traditional ML algorithms like random forests (intel optimizations for sklearn) which are still important and do still run well on CPUs.
Not to mention that most people have more RAM than they do VRAM.
Running MKL on your datacenter grade AMD processor technically violates some license and it relies tricks like this - https://danieldk.eu/Posts/2020-08-31-MKL-Zen
Technically, if your found to be allowing this as a cloud provider by Intel, they have grounds to sue you, so yes, you can use MKL on a Ryzen at home, but you put yourself at risk for lawsuits by doing this in a data center at scale