I remember there was a huge scandal where Intel's compiler, icc (considered to be the fastest for quite a while back when) defaulted to x87 when it detected an AMD CPU instead of SSE, giving AMD cpu's a handicap (incidentally, that's the reason why x87 used to be much faster on AMD for a while).

A lot of games were shipped with icc, so my guess is they'd work just fine as they were tested with both.