I have tried Azure Data Studio, before I have decided to create DbGate as linux tool. From my point of view, ADS uses technology from VS Code heavily, which is great in VS Code, but not in database access tool. About features, what I miss in ADS most are data browsing (filtering, sorting, master-details) features, it is neccessary to write queries manually. I think I am quite good in writing SQL queries, but it is annoying and slow to write very similar queries again and again.
What you mean exactly with lack of MS telemetry?