Since version 581 (released on 718 Apr 2021 for general use) Ctrl+X can be used to exit F mode (which does not stop the whole pipeline).
There is also one command specially designed for pipe inputs: ESCG. It can be used instead of G to go to the end-of-file, but it does not catch current end of pipe very well.
Other annoyances remain.
All in all, piping to a temporary file may still be the best solution.