Oh, it's not quite that bad. You can run SGX code and work with encrypted data, including generating attestation messages. It's just that there's no way to verify those attestation messages yourself; you have to ask Intel to do it.

It's also worth noting that SGX can run in two modes. There's "debug mode", which provides absolutely no security because a debugger has complete access to the state of the enclave. And then there's "release mode", which requires a key that you can only obtain by signing a commercial agreement and NDA with Intel.