What vulnerabilities would open up if PGP authentication didn't have integrity checking?
Digital signatures provide authentication, data integrity and non-repudiation. Thus, you are right to say that the authentication check is also basically an integrity check. If it didn't have an integrity check (i.e. no digital signatures) then you cannot be sure that the message you received is the original and unmodified version sent by the claimed sender. But I think in this case, since the authentication is also provided by the signatures, if there is no integrity then you wont have authentication too.