>What does "single core gaming performance" even mean for a CPU that doesn't have an iGPU?

Just a guess, but I would interpret it to mean how fast the CPU can issue commands to the GPU (which is usually, though not always, done in a single thread). For example, that could be measured by choosing a graphically lightweight game at minimum settings together with the best possible GPU and measuring the framerate. I.e. Making sure the bottleneck is the CPU, how high does the framerate go?

Whether the package includes a GPU or not is irrelevant, because what is being compared is the CPU part of the package, not the GPU. Whether they both happen to live within the same package or even the same die is irrelevant.