I strongly concur with your second statement. Anything other than agent mode in GH copilot feels useless to me. If I want to engage Opus through GH copilot for planning work, I still use agent mode and just indicate the desired output is whatever.md. I obviously only do this in environments lacking a better tool (Claude Code).
Copilot has by far the best and most intuitive agent UI. Just make sure you're in agent mode and choose Sonnet or Opus models.
I've just cancelled my Claude sub and gone back and will upgrade to the GH Pro+ to get more sonnet/opus.