How is VSCode a "gateway drug" into the MS ecosystem? It's good PR, for sure, but it has little to no conceptual/GUI overlap with, say, Windows.
FWIW I use it via Linux .deb and integrate with a private GitLab.
Worrying about Windows is fighting the last war.
Azure, Github, CoPilot, .NET (why do you think it is cross-platform), Java (yes, MS is back in Java land, they were the ones with initial ARM support), Go (they have their own FIPS compliant distro), Python (although with layoffs maybe not anymore), Rust, npm, Powershell, Powerapps, 365 AddIns, Teams plugins, clang/cmake (part of Visual Studio installer), Azure Linux, Sphere OS,....
Azure and GitHub are large Microsoft revenue sources. Both have first-class VSC integration.
Because it opens the gate up to the rest of Microsoft tools.
Once you're gonna play with azure, GitHub, vsc, you're bit by bit invested in the ecosystem and opening the wallet for that other feature or integration.