HaxeDevelop is a rebranded version of FlashDevelop. While it's built in .NET, apparently enough of it was built with Windows-only code that porting wasn't in the cards.

HaxeDevelop's best (IMHO) feature was that it could switch targets easily and integrated seamlessly with the Flash runtime's debugger. So you could build and debug quickly using the Flash runtime and then compile your project to native code for production.

But yeah, in a perfect world VSCode integration would be the way to go forward.