The chat interface is optimal to me because you often are asking questions and seeking guidance or proposals as you are making actual code changes. On reason I do like it is that its default mode of operation is to make a commit for each change it makes. So it is extremely clear what the AI did vs what you did vs what is a hodge podge of both.
As others have mentioned, you can integrate with your IDE through the watch mode. It's somewhat crude but still useful way. But I find myself more often than not just running Aider in a terminal under the code editor window and chatting with it about what's in the window.