Integration. The last time I tried neovim the LSP kept crashing for me on random occasions, some plugins had considerable performance issues, some things weren't async, and so forth.
Vscode or Jetbrains or any other integrated software is from the ground built up to have its tools work together 100% of the time. I like vim fine if I edit something without any plugins needed but otherwise I'll stick with an IDE. And if I want vim controls I'll just turn them on the IDE because conceptually for me it makes more sense to port keyboard controls to an IDE than to port the entire IDE to a terminal
Practical example, look at the instructions to set up an ide-like ocaml environment with neovim[1]. It requires basically to install half a dozen tools by hand and to fix the linter config before you've even started. In VsCode it's literally one click.