Rumor has it that the upcoming Ivy Bridge IGP will support OpenCL.
"The Ivy Bridge GPU adds support for OpenCL 1.1, DirectX 11 and OpenGL 3.1"
See http://www.anandtech.com/show/4830/intels-ivy-bridge-architecture-exposed/5 for more details.

As for why it's so difficult to mine on IGPs, it's because they weren't designed to compute. AMD and Nvidia specifically gave the hardware computational abilities. That's why you cannot mine with an old ATI 3870 or Geforce 7900GTX. They came out before APP and CUDA.