The Vscodium project [0] exists and provides builds directly from the source.
This version has none of the user-hostile behavior! It also makes you realize Microsoft’s new round of EEE overreach when you see that the maintainers have to provide the extensions through their own repository and the default C# debugger doesn’t work for licensing reasons (everything else works perfectly).
Don’t trust Microsoft. Use the code they give you (which is generally fine), not their proprietary products (which are generally very much not fine).
[0]: https://vscodium.com