The main question is in the title.
I got a strange bug with an Intel UHD 620 under Linux, vulkan API report there is no depthBounds feature.
It sound very strange, because this feature is required to perform depth testing.
Yes, depthBounds is an optional feature of Vulkan. Indeed, everything defined as a "feature" is optional. That's what "features" are: parts of the API that are optional, that if you want to use you must first check for it and request it at device-creation time.
this feature is required to perform depth testing
No, it's required to perform the depth bounds test. That's different from a depth test.
The depth test tests an incoming fragment's depth against a single value taken from the depth buffer. The depth bounds test tests an incoming fragment's depth against two fixed depth values specified by the pipeline/dynamic state.