This. This always has been and always will be a critical ecosystem mistake.
The principle of one msi/exe installing everything you need on Windows, one click downloading an entire app from a store on Android or iOS is seamless and almost always error free. Or in your example with VSCode having self contained encapsulated plugins that install with one click.
Meanwhile I'm having issues installing things and resolving dependencies with pip in python, apt in linux, npm, etc. basically all the time. It's a shit system that only pretends to be elegant and it's time we fucking admit it to ourselves. Designed by elitist morons for elitist morons and everyone else is paying the price.