Well, I honestly don't care enough about non-identifying data being collected to continue this discussion. However, if you really feel that this is illegal under the GDPR, rather than wait for lawyers to get involved (which might never happen), why not open an issue on the VSCode repo and discuss it there?
Even if they dismiss it, it might help matters for lawyers at a later date - as in, they can point to the issue that was opened and say, you cannot deny being aware of this issue because you dismissed people's concerns previously.
Even if they dismiss it, it might help matters for lawyers at a later date - as in, they can point to the issue that was opened and say, you cannot deny being aware of this issue because you dismissed people's concerns previously.