To avoid more confusion:
Again, my system is i5 2500K with GPU integrated with CPU, not running OpenGL. No separate video card is present, hence - only a CPU mining is possible.
So, why should I install an OpenGL if I can't use it in the first place?
I would have expected the following logic by cgminer: if no OpenGL is found - enable CPU mining only. If it is found - follow the input script parameters to enable either GPU or CPU mining.
No rocket science here.