I don't use such weird inventions as VSCode at all. It's bloated, heavy, and worst of all, it's really just a bunch of HTML pages, CSS files, and a bunch of JS scripts (a new-fashioned corporate behemoth). It just pretends to be a real program. And it doesn't have a compiler. That's why I use Lazarus. I install, run, and... work. The amount of repetitive and boring operations I have to perform while developing a program is minimized. Apart from that, Lazarus works quite briskly and without any major hiccups on both Windows and Linux. And the source code editor in Lazarus has quite a few convenient features that are used in every decent IDE these days.
I find it quite interesting that you call vscode bloated and heavy in a post where you compare it to Lazarus. Just taking raw specs, vscode is a few hundred megabytes, Lazarus is in the order of gigabytes (die to the need for carrying build artifacts). Vscode starts in less than 1 second, Lazarus takes tens of seconds.
I mean sure the reason for this is that vscode and Lazarus are two completely different products, Lazarus is a fat ide with a bunch of libraries while vscode is a slim editor, but especially because of that, if you don't want or need a fat ide, vscode is a great option because it's so lightweight.
When I need to write small test scripts to test some Compiler features, I rarely go through the effort of firing up Lazarus, I just start vscode or vim and do the work in there.
Also things that Lazarus, as good of an Pascal ide it is, simply can't do:
1. working on a remote system via ssh
2. Collaboratively working on the same code in real time
3. Support for additional languages when integrating with other systems (e.g. make, C, bash, etc)
4. Terminal emulator embedded in the IDE
5. Easy to write extensions
Vscode became the most popular editor for a reason. It's slimy lightweight but extremely versatile and easy to extend.