The 9800X3D iGPU is definitely handy in some situations, but I tried using it with a 4K wayland desktop for a little while and the performance is really not good enough just for that, unless you're OK with some sub-60hz redraw. I was hoping that the driver situation would be better than Nvidia (lots of issues failing to come back from sleep/unlock). The driver was more reliable but I couldn't live with the occasional choppy redraw. It's really not the kind of CPU that you'd buy and expect to use without a high-end GPU anyway.
Any CPU generates more heat when it does more work, e.g. when more cores are active, or when using vector instructions.
Using the AVX-512 operations is much more efficient, i.e. the same amount of work can be done by consuming less energy. For instance, if you have a program running an AVX computation on 4 cores, you could double the throughput either by using AVX-512 or by using 8 cores, but the former variant will produce less heat.
For an overclocked system, where the normal power limits of the CPU are disabled, so it can consume a power great enough to exceed the capability of the cooler, it may make sense to disable AVX-512, for fear that one could run accidentally some program that is aware of AVX-512 and which would achieve a greater speed by using it, while also exceeding the power consumption that can be handled by the existing cooler.
On the other hand, on a non-overclocked system or in an overclocked system with a very capable cooler, disabling AVX-512 is always a mistake, which can only increase the average power consumption.