I'm familiar with VS code and have a set up that I'm familiar with (shortcuts & settings) and I've only briefly looked at IntelliJ, so I'm not qualified to answer this question. What is the reason you're using IntelliJ rather than VS code?
Nice style suggestions that do not nag. Instant ScalaDoc generation. Pretty much picks up on all my brain farts.
I imagine it is because of deep integration with JVM - after all IntelliJ started with Java.
By comparison VS Code is just an editor underneath without the I in IDE.
Theoretically VS Code is a bit like emacs or vim, you can set it up to do everything for your language but it takes a lot of tweaking.