In general, I agree. VS Code has always come across as an unhappy middle ground in my personal opinion.
I usually just think: go full power user (Vim/Neovim/Emacs) or completely ready-to-go (Jetbrains). But I just have never felt like VS Code was very great, so I'm certainly biased.
The plug-ins for JetBrains are often of a substantially better quality. Their database management extension is quite awesome. You get a lot out of the box too. Their support is usually very professional, if you ever need them. It runs on a JVM so you can tune it to your particular project requirements if you need but the defaults are fine. You shouldn’t turn on too many code inspections as they can slow down the UI responsiveness but you can tune the JVM and use a latency minimizing GC such as ZGC, though this is not something a regular user would ever need to look into I think. This will sound like an advert if I go on. And since I do a lot of other stuff in their IDEs, I have a uniform UI and UX.
+1 on the database tool. Used to hop between random tools from project to project, dbeaver, cli sql tools, oracle tool when must deal with oracle. Now everything is in one UI for me, right next to my code in one familiar interface.
Same reason you'd use any other IntelliJ IDE: Most things just work out of the box without having to install and configure dozens of plugins.
Admittedly, for Rust the gap isn't as big as with other languages, as RA is an excellent language server, but with CLion + Rust you get pretty great debugging support.
I've found that IntelliJ is much better at having code completion always work, even in the presence of macros. Rust Analyzer has a tendency to randomly break down when you're writing code, even with something as simple as the vec![] macro.
There’s a level of polish and thoughtfulness in the design that I’ve not found in VS Code.
It’s hard to put into words, because it consists of lots of little things.
Definitely not perfect though. Just better IMO.