I believe that only the first Pentium 3 core, Katmai, did this.
> This caused some confusion with the 64-bit version of Windows since Microsoft tried to say that x87/MMX shouldn't be used in long mode, but after queries from video processing companies had to document that the x87/MMX registers were enabled and context switched for user mode code.
I have some faint memories of hearing somewhere that Long Mode didn't support x87. I wonder if it is related to this early info you mention and it being Microsoft specific.