If your number crunching is just neural networks on your GPU, then the CPU doesn't matter.
But there's probably a lot of overlap between the folks who train neural networks, and those who may do linear algebra, MCMC, or traditional stats that are much better suited to the CPU. That is, conditioning on person A being someone who trains NNs, there is a higher probability that they're someone who would be interested in CPU intensive tasks that benefit from vectorization. If that isn't you, don't factor it into your decision.
I do most of my number crunching on the CPU, so my choice is clear. The reviews of avx512 are generally poor (disable it so you don't get thermal throttling!), while the Threadrippers receive a lot of praise. But within it's own niche (linear algebra, many iterative algorithms), the widest vectors are king.
I think you're also looking at the release prices for the CPUs rather than the current ones. Using today's prices from Newegg, the Threadripper 1950X is $699, the (newer/faster) 2950X is $859, meanwhile the i9-7900X is $1275, up from its $989 release price presumably due to Intel's current manufacturing issues. And the AMD processors have 60% more cores/threads with, avx notwithstanding, generally equivalent performance per thread.
I expect you're right that there are niche workloads where avx512 is a real advantage, but it's starting from a pretty deep hole on the price/performance front in general.
I don't follow the logic. It sounds like you're saying that if you care about that specific type of highly vectorized computation being fast what you really want is a GPU rather than any particular CPU. So how should that have a major influence on which CPU you choose? Particularly when the CPU which is slower at that is faster at many other things that aren't suitable for a GPU.