For the most part, the Electron UIs use a ton more RAM and are much laggier. They do not tend to handle large files well. However, in exchange for that, they offer rich features. Plugins are way better - since obviously they have HTML/CSS at their disposal.
Also, VS Code's community is very active - same for Atom - and it leads to quite high quality plugins. The plugin for Go, for example, is quite great. I've been hoping for first-class Go support in Sublime just so I'd have a direct comparison, but in comparison to the VS Code plugins for Go, Sublime feels outright clunky and hard to configure.
I'd say give it a shot. If you can get past the fact that it's undoutably slower, and some of the semantics are different, it's really nice having full code intelligence and rich plugins.