Because people want a fast out of the box editing experience. Not clicking yes for every language server.
But what they should have is a CDN with their own extensions and verified binaries. This way they can ship new versions of extensions without bumping their editor version.
Not downloading, but enabling. The downloading of Node isn't really the issue that people are trying to make it.
The real problem is "running" the language server on untrusted code. That's where there should be a confirm dialog.
But it's a separate issue about workspace permissions.
That's the only vulnerability here and it exists on at least one some level in all editors in language servers. (VSCode's workspace permissions aren't that secure)
It annoys me a lot as well, though it took me a couple of minutes to turn off the popups.
Once you've done that, it's similar to emacs for me, everything has to be evoked via a shortcut (or Action Palette which works very well in VS Code). The shortcut to show "help" or "docs" is Cmd+K Cmd+I, by the way - easy to type and remember...
But what they should have is a CDN with their own extensions and verified binaries. This way they can ship new versions of extensions without bumping their editor version.