I got bitten by that back in the Core 2 era. When I built my very last Intel system, around an Intel DG43NB board, I picked up a Q8200, thinking it would be a great bang-for-the-buck chip. Little did I realize from the store display that the Q8200 was the only Core 2 Quad that lacked virtualization support.
The DG43NB died prematurely, due to capacitor plague. I didn't shed any tears for it.
Of course you need to know what you're looking at, the suffix of the number matters a lot (eg 7100 vs 7100U), but that is nothing Intel-specific. A Ryzen 2700 and a Ryzen 2700U are very different processors as well.
Its not because they are "very different processors".
If you look at the products that are actually compatible with your system, it's not confusing at all. Pentium/Celeron/i3/Xeon = has ECC, i5/i7 = no ECC.
They do (or did?). My home NAS is running a Sandy Bridge Intel Celeron with ECC memory. Support seems to be randomly distributed thought through the product line[1] though and obviously depends on the motherboard manufacturer to implement it as well.
In general, Intel has a problem with branding. Their product lines are confusing mess requiring looking up each specific part to get a list of features it does or does not support. There's little rhyme or reason to it.
[1] https://arstechnica.com/civis/viewtopic.php?p=22587440