It is stated very clearly in the Books Online article "Connect to a Remote Integration Services Server (SSIS Service)" that kerberos delegation is not supported by SSIS. This, however, is a significant problem in SQL 2012 when you have deployed to the SSISDB catalog.
One major motivation to embrace the SSISDB catalog methodology is the new set of stored procedures that allow one to execute a package directly from TSQL. So, if I were to deploy a package to the SSISDB catalog that utilizes Windows integrated authentication, it will always fail.
It isn't a bug only because it is clearly documented, but it is still a major issue.