I always preferred the deep IDE integration that Cursor offers. I do use AI extensively for coding, but as a tool in the toolbox, it's not always the best in every context, and I see myself often switching between vibe coding and regular coding, with various levels of hand-holding. And I do also like having access to other AI providers, I have used various Claude models quite a lot, but they are not the be-all-end-all. I often got better results with o3 and now GPT-5 Thinking, even if they are slower, it's good to be able to switch and test.
I always felt that the UX of tools like Claude Code encourage you to blindly do everything through AI, it's not as seamless to dig-in and take more control when it makes sense to do so. That being said, they are very similar now, they all constantly copy each other. I suppose for many it's just inertia as well, simply about which one they tried first and what they are subscribed to, to an extent that is the case for me too.