If the G4400 has the HD530 rather than the HD510, I think I would choose it easily. But Intel wants a pretty big premium, from $64 to $90, for just the IGP upgrade and one multiplier higher of clockspeed (trivial).
I even wish that they would have a HD530 Celeron CPU, possibly in the same price range as the G4400. That might be too confusing for customers, though. Choosing either 500Mhz more clockspeed, OR a double-strength iGPU. In fact, if one intended to use it for casual gaming, the lower clock speed of the Celeron, might, in theory, bottleneck the HD530. (Would have to benchmark such a thing to be certain.)