AMD most likely does the same thing, I'm not sure because I've never worked with them directly.
When the core is activated remotely, the CPU is in debug state. So it can't do much, if anything.
To help calm people down further, let me try to put it into a very simple picture. In the ASIC/IC world chips are created through varying levels of development. A lot starts off in software, where simulations are ran to study the effects of new architectures and designs. Once the architecture runs smoothly in simulation, its now time to cough up the money for the actual component. Do note that the cost of ICs and ASICs are not the silicon process, its the masks. The shadow masks that create the actual transistor and how the material stacks up, is crucial and must be perfect; every time. A re-spin of a mask can sync an entire quarters budget. Since the cost of chips grow, new means to make sure your product works had to be created. Even Intel has to create a single chip for all purposes, they do not have the time nor the money to design a chip thats used for debugging, and another that is just pure consumer. Furthermore, you can't test the system effectively. Testing of chips with billions of transistors and logic, through thousands of pins has an exponential brute force check that would require several 1000s of years in order to check each and every possibility. If you have a core that is up against everything inside the hardware, well your testing is simple. If you lock down the core so that its only accessible by keys and requires Intel personal on site, and shuts down the functionality of the CPU, well I'd say we are in good hands.