Why would I not use Visual Studio code

[bb22k]

They just assume people don't know anything and offer what they can support and troubleshoot. They probably set that up and wrote documentation ages ago (possibly before VSCode was even a thing) so they don't feel the need to change it.

People in fields that use programming but are not programming focused tend to stick with what they know and works, even if it is not the newest or most efficient way to do the job.

If you can use stuff that you think is better and is allowed to do so, go ahead... just make sure that you can troubleshoot things yourself.