"if Kevzara or other biologics can treat PMR without the nasty side effects of Prednisone, why isn't that prescribed first?"
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The simple explanation is that biologics cost too much. Prednisone is as "cheap as chips" as some people say. However, I think the cost of treating the adverse effects from prednisone should be included in the cost analyses. For some people, there are nasty side effects from biologics too. That hasn't been my personal experience though.
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"My question is, is it better to tough it out with the pain as long as I can function, or would it be better to up my dosage, even marginally, and feel somewhat better?"
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In my opinion, this question needs to be individualized. I would ask myself if the "short term pain" of not increasing my dose was worth the "long term gain" of getting off prednisone. For me, the answer changed over time. Part of it was how "tolerable" the pain was. I couldn't tolerate the pain at the start. Over time, my personal evaluation of the pain changed.

I don't know if my "pain tolerance" increased or the pain was less. It was quite possible that both these things happened.

On the other hand -- there was an undeniable threshold of pain where I drew the line and increased my dose. There were other times when I took solace in the fact that the pain had been worse and I didn't increase my dose.