(The 1st generation of Pentium, the 60/66 MHz models, had been introduced in 1993, while the 2nd generation, the 90/100 MHz models, introduced in 1994, used a different socket and different motherboards.)
Unlike with the previous Intel CPUs, Intel had the idea to introduce a market segmentation between Pentium and Pentium Pro (for the successors of Pentium Pro, Intel created the Xeon brand, a couple of years later).
Therefore, Intel has retained the ability to detect and or correct memory errors only in the Pentium Pro chipsets (at that time the memory controllers were in the so called northbridge, a part of the chipset, and not in the CPU), while removing this feature from the Triton chipset intended for Pentium.
While Intel has initiated this market segmentation policy, between "amateurs" and "professionals" (unlike IBM, which since the first IBM PC had always included memory error detection via parity), both the memory module vendors and the makers of other CPUs have been also happy to follow this policy, because it allows them to extract much more money from the knowledgeable users than the cost of adding ECC, while also having larger profit margins when selling to naive users, because the elimination of ECC/parity has never caused any price reduction.
When this feature was removed, all the new motherboards and modules without parity/ECC had the same prices as the previous models with error detection (for many years, the memory errors were detected via parity, but then the memory controllers were improved, so that when using the same number of extra bits, i.e. the same memory modules and motherboards as for parity, single errors could be corrected, not only detected).
This is really weird. How come even routers have ECC memory while our actual computers don't?
Why can't all memory just be ECC memory? I don't even see the point of non-ECC memory. Everything has error correction built-in: hard drives, SSDs, even optical media. Yet RAM doesn't?