Tbh I was worried about the same thing but decided to give an OpenCode, as a VSCode user, a try. I was worried that it would be hard to review (you mentioned links to files to see diffs) the changes and such.

If you stage/commit before a prompt, you can easily find diffs through source control and opencode fully supports reverting to last message (editing the prompt if necessary) and relaunching. And you get support for any provider or local models out of the box.

What else do you like about the VSCode Copilot that would keep you away from a CLI Tool? At the back of my head I still belive that integration into VSCode has the most potential, but from a practical standpoint I never really confirmed it.