A great git integration can work well in an editor. I use Magit in Emacs, which is probably as full-featured Git-client as there can be. Granted, for operations such as cherry-picking or rebasing on top of a branch I most often use the command line (but Magit for interactive rebase).
But editor support for version management can give other benefits as well, for example visually showing which lines are different from the latest version, easy access to file history, easy access to line-based history data (blame), jumping to versions based on that data, etc.
As I understand it vscode support for Git is so basic that it’s easy to understand why one would not see any benefits in it.