One of the best features is that you can tap on any data field on any screen and it makes that field full-screen. For example, if you're doing HR intervals just tap on heart rate and you get a full screen display you can read easily even with max-effort tunnel vision, without creating a separate page just to have a big HR indicator for intervals. Put the time of day up in a corner of the main display in a tiny size, and just tap on it to make it full screen whenever you want to check the time. Tap it again to put it away. Very handy.
does it need to be uploaded to Pioneer’s Cloudware before saving the file to Golden Cheetah or can you take the file straight from the unit (a’la Garmin or mass storage).
The unit's designed so you never have to schlep it in and connect it to the PC (even the firmware updates over Wi-Fi), so you can't get rides off of it directly as mass storage, they do need to go to Cyclo-Sphere first, which is federated with Training Peaks and Strava. So if you're using Golden Cheetah you'd need to grab the ride from one of those three sites (Cyclo-Sphere, Training Peaks or Strava -- which have bulk download options).
GPS reception on the SGX-CA500 is significantly better than the Garmin (which is terrible on tree-lined roads in particular) but not as good as a phone GPS. For my TT bike I use a Wahoo RFLKT+ paired to an iPhone since the TT aero position tends to block the GPS signal for a computer mounted between the handlebars. With the RFLKT+ setup, only the display is between the handlebars, and the phone in the rear pocket of my skinsuit handles the GPS reception.
Rec-Mounts (a Japanese company who sells in the US on Amazon) makes an mount adapter for the SGX-CA500 which lets you use a single mount to host either the Pioneer or any other quarter-turn device, plus another device on the bottom such as a camera (but you have to use Rec-Mounts' quarter-turn mount, not a generic one). Search on Amazon for "rec-mounts pioneer" to see the various combo options.