You cant plug CPU into PCI-E ports and vice-versa on the motherboard side, they are keyed differently. Also cant plug in reverse.
While the keying does prevent plugging EPS12V into a GPU, and plugging in a connector backwards, it does NOT prevent plugging a PCIe 6-pin power lead into the EPS12V or ATX12V CPU power socket. Yes, you'd need to not notice the connector size mismatch (either 2 pins missing or two pins outside the socket), but if you're working by feel inside a cramped build where it is hard to see the CPU power connector, it's definitely possible to make this mistake. It'll still click in and latch.
If you're using IGP (or a low-end GPU), you won't need that PCIe lead for anything else, and once you've made this mistake you probably won't notice until you power up.
But wait, it gets worse. Unfortunately, the locations of the +12 and ground pins are reversed between the PCIe and ATX12V/EPS12V connector pinouts. So while you're prevented from physically plugging things in backwards, by doing this you've effectively plugged it in electrically backwards, grounding out the +12V rail. Depending on the wattage of the PSU and the quality of its protection circuitry, either the PSU will shut down immediately, or things will start to melt.
If the world isn't making sense to you, you're either drinking too much or not drinking enough.