I agree. I did most of my work in vim/cli (still often do), but the tight agent integrations in the IDEs are hard to beat. I'm able to see more in cursor (entire diffs), and it shows me all of the terminal output, whereas Claude Code hides things from you by default, by only showing you a few pieces and summaries of what it did. I do prefer to use CC for cli usage though (e.g. using aws cli, Kubernetes, etc). The tab-autocomplete is also excellent.
I also like how cursor is model-agnostic. I prefer codex for first drafts (it's more precise and produces less code), for Claude when less precision or planning is required, and other, faster models when possible.
Also, one of cursor's best features is rollback. I know people have some funky ways to do it in CC with git work trees etc, but it's built into cursor.