I agree with you, creating something just feels better than reviewing code from a LLM intern ;D
That's why I almost never use the 'chat' panel in those AI-powered extensions, for I have to wait for the output and that will slow me down/kick me out of the flow.
However, I still strongly recommend that you have a try at *LLM auto completion* from Copilot(GitHub) or Copilot++(Cursor). From my experience it works just like context aware, intelligent snippets and heck, it's super fast - the response time is 0.5 ~ 1s on average behind a corporate proxy, sometimes even fast enough to predict what I'm currently typing.
I personally think that's where the AI coding hype is going to bear fruit - faster, smarter, context+documentation aware small snippets completion to eliminate the need for doc lookups. Multi file editing or full autonomous agent coding is too hyped.