Not the person you replied to, but I love vscode from when I did a bunch of React + JS stuff a few years back. I also do a ton of software development and machine learning work in Python now and have never managed to move away from Pycharm even though I'd love to be able to have a good enough experience in Vscode so that I could make the switch from Pycharm (the remote development experience in vscode is really neat which is what attracts me).
In no particular order, here are all the things that I love about Pycharm and that Vscode doesn't really compete on at the moment:
1. Integration of IPython shell (if you install IPython in your project venv) with Pycharm is absolutely amazing. Copy-pasting multi-line code just works. It handles all the auto-indent stuff. You have keyboard shortcuts to directly send highlighted sections of code in the editor to the shell. You can even add a plugin (Python code cell) to make the editor work like Spyder/Matlab's cell mode
2. Excellent history browser of all commands entered in the IPython shell. This is extraordinarily handy as I end up doing all my code prototyping directly in the IPython REPL, fix all the edge cases and issues interactively, and then just grab the things that work and graduate them to a script/function/class. This reduces the overall time to code things up and I end up with far less bugs.
3. The code completion/intelligence is unbelievably good. Vscode's intellisense is really really bad in comparison when it comes to Python. With Vscode, the tab completion almost always feels nonsensical with the ordering of things making no sense, and a lot of times just plain wrong things being suggested in tab completion. By contrast, Pycharm's code completion is really smart, and extremely helpful, especially when filling in method signatures, or trying to tab-complete instance attributes/methods. It is smart enough to even parse type-hinting from docstrings and provide code completion accordingly, which vscode fails at.
4. Refactoring is a lot easier. Code inspection tools are pretty powerful
5. Related to the fantastic REPL experience in Pycharm, the debugging experience is hands-down the best Python debugging experience I have found. Also, the integrated variable viewer/explorer is really really nice and makes debugging that much easier/faster
6. PEP8 linting + auto style refactoring is really good in Pycharm. I've found vscode lacking considerably in that department. Pycharm ends up catching a lot of silly mistakes that vscode doesn't (example: forgetting to have your first param be `self` for an instance method).
7. Managing your project venvs and dependencies is also much easier and more robust in Pycharm. Pycharm will alert you the moment any file utilizes imports not installed in your venv and will also highlight missing dependencies in your requirements.txt / setup.py
I'm sure I'll think of more, but these are some of the top things that come to mind. It is a really fantastic product and what's crazy is that all of the above you get with the free community edition! I actually want to purchase the pro version but haven't found any need for it. I was interested in the remote-code development capabilities but unfortunately have been pretty underwhelmed by that aspect of Pycharm. Vscode seems to have a much better UX on that front imho.