Ah—I'd never noticed VSCode could do that, in years of using it. I ignore some of its features (some of which Sublime also has, and I tend to ignore them there, too) because I find them janky and fragile or requiring-configuration such that I lose a lot of time keeping them happy, like any kind of run-from-editor stuff and the built-in terminal (it always seems to have a messed-up environment or get itself into broken states) dropping to a separate terminal for that sort of thing. Not like when I'm, say, working in XCode or Intellij and almost exclusively run, build, & debug from inside the IDE, rarely touching a separate terminal.

Guess you've got a point, then, and I just don't use it that way.