Note that the integration is in VS Code, the lightweight Editor++ which is cross-platform. In general most of the AI/ML related work has been & will likely be cross-plat.
[disclaimer - microsoft]
Many people doing AI/ML right now are not using Windows. By asking them to move to Visual Studio you are implicitly asking them to move to Windows. Only by doing that you are making it extremely difficult to adopt such technology.
vscode runs on Windows, Mac and Linux
VS and vscode are two entirely different projects.
The product we're talking about is Visual Studio Code Tools for AI; "full" Visual Studio IDE isn't even mentioned or shown in the announcement article