Yeah it's extremely frustrating, I'll be sitting at my desk with my iPhone literally one foot away from me, and the HomePod that is in the other room will almost always get assigned to my Siri request even though it knows that it can't actually perform the task.
Q: "Get me directions to Mary's house."
A: "I can't help with directions here. Sorry about that."
Q: "Call Sarah" / "FaceTime Gail"
A: "I wish I could, but I can't help you make calls on HomePod."
Q: "Do I have any new voice mail?"
A: "I wish I could, but I can't help you with voice mails on HomePod."
Q: "Who stars in the TV show Arrow?"
A: "I can't get info on TV shows on HomePod. Sorry about that."
Q: "Launch Apollo"
A: "I can't open apps here, sorry about that."
Q: "What's on my calendar for tonight?"
A: "I wish I could, but I can't access your calendar here."
Q: "Show me my photos from yesterday."
A: "I can't search for Photos here, sorry about that."
Q: "Search the web for polar bears."
A: "Sorry, I can't search the web here."
(In all of these examples I was making a request to my iPhone which was sitting right on my desk. The iPhone screen lights up briefly as it's listening to my "Hey Siri" command, but it's the HomePod that always answers - and always fails horribly at the job).
It's bad enough that there's such a huge feature discrepancy between two Siri-capable devices, but right now it makes no effort to "pass along" your command to a device that can actually perform the task. Like with my driving directions example, I would've expected the HomePod to send a push notification to my iPhone with traffic information and directions, but no - it does nothing.
Normally I am pretty lenient towards first-gen products but this is a shockingly bad user experience. I'm not sure if the Siri team had any input at all on this product because I'm baffled as to how it shipped in this state.