I have tried similar workflows (Neovim + Opencode/Codex CLI), and for me, the biggest downside compared to Cursor is the lack of a tab completion model as good as Cursor's. Supermaven is the best one I've found so far for Neovim, but it gives worse suggestions and can only suggest changes on the same line you are on.
Just based on a few other comments here I tried supermaven and it works pretty well. You have to be on the line, but it’s better than GitHub copilot.