The VSCode go plugin team has been doing a good job of staying on-top of this[0]. Which points to a golang bug[1] where the Go team is tracking tooling programs that need to be updated for Go Modules. So the Go team is aware of this issue and people are working to get all the major tools on board.
This hasn't been my experience. VSCode still regularly fails to resolve dependencies for me. Usually it's because I added a go.mod after opening VSCode and I just need to restart the latter, but sometimes even that doesn't work. Hard to say exactly what the cause is since debugging VSCode is quite difficult (or maybe I'm just looking in the wrong places).