I feel like vscode is doing everything right here and they cant really do much about users choosing to ignore security warnings. Other IDEs here do exactly the same or less.
Not saying there isn't room to improve, but again if you're uninstalling vscode what are you going to replace it with?
Hiding malicious behavior behind security warnings you can only click yes or no to is the Microsoft way of neatly denying responsibility, and it compounds and reinforces itself. This pdf looks like a pdf, acts like a pdf, opens like a pdf, what are you going to do? You clicked OK so you wanted that Outlook virus to email itself to everyone on your address book and send their bitcoin to Madagascar, not Microsoft.