Greetings Burridge.
The built in anti parallel diode is not included for ESD protection reasons. Many topologies that IGBTs are used in require an antiparallel diode to conduct freewheeling currents or whatnot. This diode is included packaged with your IGBT to optimize use with these types of circuits (so external diodes with extra cost and lead inductance aren't required). Unlike the power MOSFET the antiparallel diode is not inherent to the IGBT design, so it is a separate device which has to be deliberately included inside the IGBT package. Many IGBTs can only block around 20V or less of reverse emitter collector voltage before they avalanche breakdown. Some IGBTs are however reverse avalanche rated for a small amount of energy.
Usually the antiparallel diodes that get packaged with IGBTs are fairly well matched to the IGBT in terms of current rating and switching speed. Feel free to make use of it in your application if needed. The datasheet should include some kind of specific information regarding the diode (such as current rating, reverse recovery time, forward voltage, thermal resistance to case, etc.).
If would be helpful if you told us what the IGBT part number you have, and/or provide us with a link to the datasheet.