I can't see any previous answers by Intel on this particular topic but I did find more information with Google. This website says it is the "Intel Trusted Connect Service Client" which I believe is some sort of secure remote administration platform or architecture. I am betting this is a tool used by businesses or large networks to manage many computers remotely.
I ran into the same problem you did, with intel.com not having much on the subject. It wasn't until I searched for "Capability Licensing Service" that I found something. And I should have mentioned that my laptop is Ivy Bridge and my desktops are Sandy Bridge. That fact makes a big difference.
iCLS appears to be Intel Capability Licensing Service which was released with Ivy Bridge. There are cross-references to an HECI bus, but that is probably not a bus at all, only a service. All of it appears to be a way for Intel to license premium video in a manner suggesting DRM. By the way, there are one or two threads on related subjects on Intel forums.
If anyone from Intel wants to correct my assumptions, please be my guest.
The iCLS Client is the Intel Trusted Connect Service Client (part of the Intel® Management Engine) which is installed with the Small Business/Security/Management Technology platform and is a requirement for the motherboard so it can accomplish with different tasks and processes at a hardware/software level related to the management engine, which is part of the chipset as well. The fact that you keep it does not affect your computer since it is part of the drivers that it requires to work properly.
Also, for your information, the fact that you have an Intel chipset inside does not necessarily mean that you have an Intel motherboard since Intel does manufacture components for third party motherboards like ASUS* motherboards with Intel chipsets inside.
If you have more questions please let us know.
As Marving states, portions of this service run on the Intel Management Engine (ME), an embedded controller that is built into the chipset. HECI stands for Host-To-Embedded-Controller-Interface. This was Intel's internal working name for what became the Intel Management Engine Interface (MEI). MEI is the hardware interface that allows software running on the host processor to communicate with firmware running on the ME.