It is also a big plus that vscode works very well with TypeScript and you can work seamlessly with TypeScript front and Go backend code.
One nice thing is that you can navigate e.g. function calls easily, which places call a function or directly find correct function in question like foo.New() by pressing F12 or shift+F12. When using Sublime to navigate to foo.New() would probably reveal quite many functions that are in your workspace path.
Go extension also imports automatically packages that you use in your code. Renaming types or functions also works nicely if your code compiles.
There are certainly things to be improved like not being able to conveniently use directories outside your vscode project e.g. common packages across different projects. But over all developer experience is really nice.