I use the Claude Code VSCode plugin for 80% of my work.
I prefer it because I can look at the code (although not as often anymore) and config (very often!) easily.
It also lets me jump to previous conversations easily.
There are a few cases where the CLI makes sense. One big one is if you are running multiple simultaneous sessions on a remote server using Tmux to have them preconfigured when you reconnect is nice.
Bun in general I don't see the benefit either.
You can look at the code in editor or IDE even when CLI agent is doing work.
I do that when I want to, but for me using agents in IDE is like looking with one eye covered.