I use copilot cli and I can pick Anthropic models. The Microsoft interface seems fine to me, and equivalent. Not sure what the big deal is.
Personally, I looked into Copilot's prompt and saw things that made me put it down immediately to start working on my own. I'm now using OpenCode for reasons and I like it better than any Big Ai tool. Using OC with Qwen3.6-MoE (for context) and generally happy with the results.
And you get a token based pricing since June 1.