As for the difference in the PCI-E lanes, the lanes themselves are exactly the same, but the controller is what is important. The CPU PCI-E controller can divide the lanes up as much as x8/x4/x4 in order to support three GPUs, but it cannot be divided any lower. The motherboard PCI-E lanes can be divided into groups of x1, x2 or x4 but cannot be grouped into greater groups than that to support devices like GPUs that require greater bandwidth.
There is also a bandwidth difference sort of. The CPU's PCI-E lanes are fed directly from the CPU, which gives your GPU as much bandwidth with as little latency as possible. The chipset connects using a DMI 3 interface to the CPU, which has bandwidth comparable to roughly a PCI-E 3.0 x4 connection. Although it is probably negligible, the PCI-E lanes coming from the chipset will have greater latency because it has to pass through the chipset first. There also might be a bottleneck at times with the chipset PCI-E lanes because a four PCI-E lanes worth of bandwidth aren't going to be able to feed 20 lanes at the same time. Intel said that it would be hard to saturate the DMI 3 interface, but we haven't been able to test to see yet to know for sure if that is true or not.