There's honestly no benefit that I see here in forcing a CPU to be used only with a specific vendor platform. The CPU doesn't have any storage so it's not like you would be able to exfiltrate data. Putting it in another motherboard only enables the other motherboard - it doesn't break security on the original server.
About the only thing it seems to do is enforce wasting a CPU if the underlying machine dies - you won't be able to transplant it into another board/server/workstation unless it's the same vendor. Absolutely pathetic behaviour IMO. Blocks ebay sales and the like.
Unless... OK I just thought of something while writing the above paragraphs.
What if the CPU effectively contains the TPM? That would mean you could pull a CPU and use it to unlock BitLocker or similar on a completely different board. It's still pants-on-head stupid, but it's the only scenario I can conceive at the moment (it enables stealing data by stealing the CPU and disk, and assumes you don't have a Lenovo to transplant into).
If you lock the CPU to the system then somebody can’t after delivery replace the CPU with a back door built in, seems though such a small risk that I can’t see the justification. I think it’s just vendors trying to control quality and ensure market for their own branded parts.
IMHO, this whole PSB vendor locking thing only fixes one attack vector:
Modified / malicious UEFI / BIOS / Firmware.
If the UEFI / BIOS / Firmware is not signed by the vendor, a vendor locked CPU will refuse to boot, whereas a non vendor locked CPU would happily work.
It does not protect against malicious CPUs, as the CPU gets locked to the BIOS / vendor, not vice-versa.
If an attacker manages to put a modified BIOS on to your server, you've got other issues to worry about.