In most cases, the surface finish is always going to be rougher looking. Here are some things you can do to make that transition as smooth as possible:
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Redesign your model so it doesn’t need supports to print (if possible).
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Break your model into separate pieces that can be printed without supports. And then construct them when all parts have been printed.
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Use a different type of filament for the support filament (see more details here) or use actual support filament like this. That will eliminate the need for the gap that is normally used when printing supports with the same filament.
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Decrease these top and/or bottom distances (which could make the support harder to remove):
