Yeah, no, they don't. Z170 motherboards are the only ones who support frequencies above 2133Mhz, and I can't find any motherboards besides Z170s that support XMP profiling.
I might just be mistaken.
Oh, and no, playing with the iGPU won't be horrible. Especially with faster DIMMs. I play with Intel HD 5500 just fine on my laptop. Just nothing demanding is all.