You are mistaken. On both PS3 and Xbox 360 CPU and GPU is on different chips and made by different vendors(CPU made by IBM and GPU by Nvidia in case of PS3 and CPU by IBM and GPU by ATI for Xbox 360). Nonetheless in PS4/XOne generation they both use single die with unified memory for everything and their GPU could be called integrated.
When they did that they had to deliberately hamstring the SOC in order to ensure it didn’t outperform the earlier models. From a consistency of experience perspective I understand why, but it makes me somewhat sad that the system never truly got the performance uplift that would have come from such a move. That said there were significant efficiency gains from that if I recall.
Longer since integrated graphics used to mean integrated onto the north bridge and it's main memory controller. nForce integrated chipsets with GPUs in fact started from the machinations of the original Xbox switching to Intel from AMD at the last second.