Have you ever used the debugger in Visual Studio? That is THE thing I miss in vim and the likes (yes there's vimgdb ect but that's peanuts in comparision). Combined with the features mentioned by others, that is why poeple want a set of tools that integrate with each other, hence the name, instead of a bunch of standalone tools that also work but don't know enough about each other to seamlessly play together.
because other people imply that using vim/emacs with plugin/tools to fill in the gaps is equivelent to using a fullblown IDE, but one that runs faster.