With integrated graphics it needs something newer than Intel Sandybridge on Linux, cause there is no Vulkan driver support for Sandybridge.
I managed to play PSUnreal on a ThinkPad L560 with integrated Intel graphics of that ThinkPad model, but it was quite slow. With AMD Ryzen 4750 Pro from a ThinkPad T14 AMD Gen 1, a somewhat more recent ThinkPad model, PSUnreal works satisfactory. It is between 25 to 60 FPS on Full HD, but not with all graphics settings at maximum. 25 FPS would be a tad bit slow still, but definitely playable.
What I have found that even with slow FPS latency seems to be pretty good.
So yeah, for older laptops you better have dedicated graphics.