The compiler compiles for the host as well as for the xeon phi. The host doesn't support the function you are trying to call so you need to do this:
#ifdef __MIC__
#pragma offload target(mic) in(a:length(N))
#pragma omp parallel for
for(int i=0;i<16;++i){
__m512i p ;
p = _mm512_loadunpackhi_epi64(p, &a[i*10]);
}
#else
<do something differnt on the host (or nothing)>
#endif