GitHub Copilot by itself is not directly comparable to Cursor. For example I use Zed + Copilot + Claude together at work for a similar workflow to Cursor.
Cursor seems like the weakest player of the three, because it's just a Visual Studio Code fork.
I haven't used VSC in a year or Cursor at all, but I hear similar things from colleagues.
So I'm using CC in cursor (the little integration is nice) to get the best of both. None of cursors other AI features are helping though.