From the perspective of someone who uses Visual Studio Code, but also knows how to exit vim, there are a couple reasons that most developers who prefer one of the three, at least those I've spoken to.

1. VS Code is a Microsoft product, and while "open source" it isn't really open source. The core utility is but Microsoft ships the final application with some proprietary features. If this is your main gripe, then you can try VSCodium instead, which is a "fork" that doesn't have the Microsoft additions.
2. VS Code uses Electron, which is essentially browser emulation and isn't exactly optimized. CLI editors like the above take up far fewer resources than a Visual Studio Code instance would. Unlike point (1), I don't think there's really a way around this in all practicality. It's just an unavoidable fact. You can chose to still use VS Code of course, most personal computers can easily handle the load. But many see that as unnecessary when they get the same amount of "power" from a CLI editor.
3. Plugins for the CLI applications are very powerful, and the ability to navigate using only the keyboard is by design. Many swear by keyboard-only operation of a computer because it's faster and promotes more optimal methods of doing tasks. It forces discovery of new features and hotkeys by making things annoying to do otherwise. VS Code (and most editors) include a "vim keybindings" specifically for this reason. You'll find that it's a very popular method of working.

Really it comes down to personal preferences and what you "grew up" using. It's really hard to transition into something like vim and it takes a concerted effort to switch by most users. You have to want to switch, otherwise you'll find it too difficult a learning curve or find yourself wandering back to more "featured" applications.

There are likely more reasons out there, but these are, in my experience, the primary reasons.