Not OP, but I've had the same experience with Ruby on Rails. I switched to RubyMine last month after using VSCode for 2 months. I don't blame VSCode, Ruby has got to be the hardest language to do static analysis for, but JetBrain's proprietary code inspection and IDE integration blows every other open source solution out of the water.
I mostly code in Python. Debugging on VSCode is a nightmare. Especially if you're debugging large matrices in numpy or PyTorch. VSCode just hangs if you try to evaluate large matrices. PyCharm on the other hand works like a breeze. Not to mention the PyCharm debugger is so much better than VSCode.