I understand the frustration (making neovim more cohesive is definitely a goal). It sounds like coc provides the UI you are used to, so there's no harm in sticking with that!
Many of our users explicitly don't want automatically called functions that would slow down the editor (autocommands that map signature requests to the language server, for example), so by nature neovim's core implementation is extremely conservative.
One thing I would like to do, is make the automatic pop-ups for signature easier to implement with our current handler, which means a plugin like signature-x could use our upcoming lsp.config option to configure it's borders (https://github.com/neovim/neovim/pull/14681), and match the rest of the UI.
I also have another project I was working on before the 0.5 stabilization phase (https://github.com/mjlbach/neovim-ui). The goal with this is to have composable/overridable UI elements built into core (which we would use for our internal lsp functions), that can be used (or overridden) by UI plugins.
In summary, I think the likelihood of autocompletion (and generally auto-anything) being built-into core is very small, but providing the APIs in neovim core to make snippets - autocompletion - automated UI elements easier for plugin authors is a high priority.