When people talk about neural interfaces I think they forget about the mind-body feedback loop. Sure you can imagine yourself performing amazing feats, but can you actually imagine the required actions?
As an example: can you fully visualize a complex action like swinging a baseball bat or kicking a ball? You need to consider the position and velocity of ~20 joints/limbs to do it properly, and without feedback it's virtually impossible to get the timing correct for all those movements. The only reason we can do it physically is because we get constant feedback from our bodies and so can make adjustments during the action.
With a neural interface you'll always be stuck imagining the result you wish to achieve, but with physical input you can perform the actual action instead.