Re: People trust that?
Because if you can't trust the CPU's RNG, you can't trust ANY RNG. There's no telling where it's been, certification or no, plus the CPU or mobo can undo any effort you make by tampering with the communications channels. The main reason you want a hardware RNG is because you need a high-throughput TRNG, such as running a key-generating server.
As for trusting the CPU's RNG, this is usually mitigated by employing multiple entropy sources so that the worst case is that a bad source adds no entropy. AFAIK, there's no practical way for the CPU to know enough about any alternate sources to actually negate entropy.
There's one place where the CPU and ONLY the CPU can be used: bootstrap. At that point, no other buses are open, including those you'd need to access another RNG. How does one propose to secure the bootstrap procedure without access to any other RNG?