Intel does support SGX code signing where vendors/developers have to apply (just like getting Windows Kernel drivers signed by Microsoft): https://software.intel.com/en-us/articles/intel-sgx-product-...

To the best of my knowledge, all SGX attack research papers disable checks and run unsigned SGX code to demonstrate a proof of concept.

Not saying vendors won't run horrid things in SGX enclaves, just saying malware authors are gonna need to steal a private key first :P