HSA exists on more than just paper. You can actually go out, buy an AMD APU, install a complicated set of drivers and other junk, and roll out HSA applications that will only run on another AMD APU-equipped system with mostly the same software stack as the development machine. There are plenty of GPGPU developers, hobbyists, and suchlike that have bought Kaveri APUs (almost universally 7850ks) to evaluate the chips for HSA and OpenCL work, and it appears that many of these people actually enjoy working with the chips.
Unfortunately, that doesn't amount to many sales of Kaveri on their own, and it positions HSA-capable hardware (notably Kaveri) in an awkward position. I don't know how much driver cruft is necessary on a Windows-based machine configured to run HSA apps, but if you want a Linux system that can do it, it can get a little complicated. That's a huge barrier to entry for adoption of HSA outside of limited use in academia or other niches where HSA appears to have generated the most interest to date. Few software developers want to roll out a new version of their software, carefully crafted after months of hard work using funky tools that are not necessarily developer-friendly, only to discover that the software will only run on a tiny number of desktop machines.
With OpenCL apps, generally speaking, you'll be fine as long as you have up-to-date graphics drivers. HSA is more complicated.
To tie this into the main topic, yes Intel is interested in HSA-like functionality. Gen8 and Gen9 graphics bring us iGPUs with hardware features that are supposed to be geared towards GPGPU (among other things). Unlike AMD, Intel produces nothing but iGPU graphics solutions.