The sole exception in my opinion is remote debugging (it’s not too bad, but JetBrains really bootstraps this part very well).
I have a (maybe overbroad) critique of GUI software which is that it mostly brought us pixel-level graphics at the cost of extremely restrictive UX. Or said a different way, GUI apps look better but they're usually harder to get work done in.
Part of that is toolkits, part of that is you're using a mouse which is like driving a space ship with a single finger, part of it is the expanding user base of computing (to people who don't necessarily want to learn say, regular expressions). But like, I script GDB. If your IDE debugger won't easily let me do that (or it will but it's a painfully convoluted UX), it doesn't really matter to me that it (subjectively) looks nicer.
Having a good debugger integrated with my code editor is basically the reason I use an IDE instead of vim. Stuff like Vimspector exist but are way more work to use vs. a GUI equivalent.