No benefit for having an IGP in any case when you have a dedicated graphics card. But you shouldn't throw i5-2500k away just because it has an IGP: it's one of the best CPUs out there. Assuming you have a P67/Z68 motherboard, you cannot get any better than 2500K (if you don't count 2600/2600K). IGP is present in many Sandy Bridge processors, and most of the people simply disregard it, as any PCI-E card is better. Get the 2500K and use it with your PCI-E graphics.
The only benefit I see is that if your PCI-e video card completely dies, you can use the Intel graphics core to connect to the monitor. However, you can only do this with a H67 chipset motherboard which does not have any overclocking abilities (or very limited), or a Z68 chipset motherboard.
A P67 chipset motherboard lacks any capabilities to use the graphics core on a Sandy Bridge CPU.