I had a similar experience. What are you missing?
Some of the above or maybe all of them can be achieved in VSCode, but they never feel native and well integrated in there.
To me PyCharm seems to be built for these, they create, design and develop an IDE exactly for a specific audience. That's why PyCharm for Python, WebStorm for web and PHPStorm for php development.
Reach out to me at dantaylo [at] microsoft [dot] com if you'd be willing to hop on a call to chat more!