Many of the proprietary extensions have license terms that forbid use with anything other than the official vs code binaries. For example from the c# extension:

> INSTALLATION AND USE RIGHTS. You may only use the C# Extension for Visual Studio Code with Visual Studio Code, Visual Studio or Xamarin Studio software to help you develop and test your applications.

If you don't care about the license restrictions you can add the offical extension store to VSCodium and it might work.