iGPUs and the northbridge used to be on the mainboard, and PCIe is "express" because it runs through the northbridge, not the southbridge like legacy PCI. Then Intel started putting the northbridge in the CPU, which made iGPUs on the CPU die also viable. So even though the GPU is built into the CPU, it's still controlled by the norrhbridge, and that's why your integrated graphics shares resources with the PCIe bus, as you suspected. Don't worry, what you're seeing on your laptop is normal.
Sorry I can't be more concise, but I hope that helps.
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