On Intel iGPUs it works if it has Vulkan support but, as always, the performance isn't that good (as with any Intel iGPU).
The unique thing made by Valve that only run on AMD is ACO, a shader compiler for Vulkan that's faster than LLVM, which is used by the open-source stack
And I also recommend AMD graphics cards, my RX 580 and my Ryzen 7 1700 works fine with Linux...so yeah.