No. GDPR requires that users must be able to use the service after opting out of data collection (except if the data collection is required for rendering the service to the user). A EULA, in contrast, must be accepted, otherwise the service may not be used.
Anonymous/aggregated data collection is allowed under the GDPR, though this data collection should still be made clear to the user (and it is on https://code.visualstudio.com/docs/supporting/FAQ#_gdpr-and-...).