Please keep in mind that the Intel® AMT feature is a motherboard based feature, however in order to take advantage of this feature you need to have a Intel® vPro ready processor.
For a list of available Intel® vPro ready processors please check this link:
If a particular processor does not support vPro, this is a marketing reason, since that depends on the market demands.
i can agree with you on the market demands, but on the other hand the Intel Core i7 3930K and Intel Core i7 3960X
are the most expensive desktop cpu on the market, they should have all that intel could offer.