Disclaimer - I worked on this Codex CLI prototype.
You definitely do have to press enter to execute the command - as with Copilot, you - the developer - can, and should, retain control.
I also like figuring things out myself, but find myself using this tool to help me do so. If I'm using kubectl to run some esoteric command, I'd rather not leave the shell to figure it out - my usage pattern is usually to ask once or twice, and then use that knowledge to handle it on my own the next time