The big reason it's annoying is because (I believe) Colab still only lets you connect to runtimes running on your computer - which is why at the end at the end of that article they suggest using SSH port forwarding if you want to connect to a remote cluster. I know at least one company has written a hacky wrapper that researchers can use to connect to their own cluster through Colab, but it's not ideal.
I think Moonglow's target audience is slightly different than Colab's though because of the tight VSCode/Cursor integration - many people we've talked to said they really value the code-complete, which you can't get in any web frontend!