The values is that, to use cursor, you don't need anymore to switch your IDE (unless you were already using vscode). You can keep your preferred IDE and run the agent in the terminal. IDE Is for humans, agents need only a terminal for running.
Cursor forces you to switch to a different IDE (unless you'are already using VSCode), while Cloude-Code (or Aider) is simply a terminal that works in parallel to your current IDE, editing directly your project files.
In my case the "IDE" is vim+tmux+bash and I prefer CLI assistants, but this applies also to people that uses a graphical IDE different from VSCode.