OpenCL is not limited to running on GPUs.
By definition, OpenCL programs (kernels) should be able to run on a CPU. Even without an integrated graphics card in the CPU, OpenCL programs should work. The entire reason CL exists is to enable easy heterogeneous computation (which includes GPUs, CPUs, various DSPs, etc). A GPU is not a requirement for OpenCL support.
This issue you are having is nothing more than Intel not making the OpenCL drivers for your CPU available on your platform. Since we are talking about the Mac, I believe Apple is the responsible party here that should be making the CL driver.
I've been writing CL code on windows, not Mac, so all I can offer is this snippet from Apple's own docs online:
"Mac OS X v10.6 and later ships with a native implementation of the OpenCL 1.0 specification."