The advantage of something more purpose built for gathering context from the IDE is that you can skip a lot of roundtrips. Knowing the user's intent upfront, the IDE can gather all the necessary context data preemptively, filter it down to a token efficient representation of just the relevant stuff, add it in the context preemptively along with the user's prompt, and there is a single trip to the LLM before the LLM gets to work.
But yeah I agree with your point about CLI capabilities for running in parallel, integrating in other places. There is totally room for both, I just think that when it comes to authoring code in the flow, the IDE approach feels a bit smoother to me.