My experience (with a garmin 830) is that when an activity is in progress I can’t start a course using the strava or komoot links, but I can start a preloaded course.
Yes, it can only cope with doing one thing at a time. However, what it can do is a series of steps. Let’s say you have a ride in mind going from A > B > C > D and back to A.
You know A > B very well so no point in getting it to nav you so you start the unit, ride from A > B
At point B, you want the unit to nav you around B > C > D so you go through the screens to Courses, find your (preloaded) B > C > D route, load it up and it’ll nav you around it without stopping and restarting the Activity.
If you get to C and decide you don’t want to carry on to D, you actually want to go to E, you can stop the Course (without stopping the Activity), scroll through maps or the search function to locate E, drop a pin and get the unit to nav you to it on the fly. Once at E, if you re-load the original B > C > D route, you’ll be able to navigate back onto it visually (the unit will complain bitterly about going to a point midway along it, it will keep asking if you want to route to the start). Once back on route, it will (after a few seconds) realise you’re on course again and carry on navigating you to D.
They work in a different way to car sat navs which will always just re-route to your original destination no matter what you do.