Once you advertise a feature, you have to support it. It'd be pretty damn hard for Intel to explain why lower tier i5 and i3 CPUs have a feature that higher tier i7 and i9 SKUs are missing unless you jump through hoops via hardware (e.g. disable E-cores) or software (e.g. making sure to only run your process on P-cores).
If you want to experiment with AVX-512, just get an older CPU. Much less hassle for both Intel and their customers in this particular case.