As far as I understand the “intensity” field in the FIT file built by intervals.icu (or sent over to Garmin via their workout import API) is not something you can set using the workout builder on intervals.icu.
In fact, according to this Change interval type: work-->recovery - #6 by david it is set automatically based on the workout step’s HR or power target.
Interestingly, this automatic value wasn’t effective until recently because of a bug (see Change interval type: work-->recovery - #8 by david) .
I would very much welcome a feature that would allow you to set your workout step type manually.
Personally, I find it strange/weird to label all workout steps in e.g. a marathon tempo run workout as “recovery” just because they stay below your LTHR.
Moreover, at the start of each workout step Garmin watches show you a prompt with all sort of information about the workout step. However, the “step type” has an effect on the information displayed. E.g. for “recovery” steps the current step’s target HR or power won’t even be displayed at all, but instead the previous step’s distance will be displayed. (Which probably makes sense from Garmin’s point of view, since why would anyone label Z2 intervals as “recovery”, right? ¯\(ツ)/¯)