Disclaimer: I haven't used any of the 3 extensively, but I do play around in them from time-to-time. The main difference to me is that ST comes as a bare-metal editor with the potential to do just about anything, while Atom and VSC come with some built-in features that just make life easier and the ability to extend it further.

A concrete example would be VSC's git support; out-of-the-box, it's a full-featured git client, and even if you prefer the git cli for most operations like I do, VSC automatically reads the .git directory and then creates a tab that shows your current changelist (modified, staged) with a visual diff of the files. Also allows you to easily do the common stuff like checkout a branch, commit, push, etc.

If you're a big fan of ST, you probably won't like the alternatives unless you have some frustrations with ST, because ST is probably more powerful overall, but compared to Atom & VSC, the learning curve is also quite a bit higher.