It looks like the VSCode extension version is missing the connection and object explorer that the standalone app contains. That's unfortunate.

A few other issues:

Creating a connection from the command palette can not use a non-default port. You'll need to edit the settings file by hand to change that.

Currently no support for SSH tunnels (unless you launch a tunnel yourself from a terminal). I've opened a GitHub issue for that support.

When running a query it keeps asking me for a username for the connection, even though the username is configured in the connection profile.

I currently use datagrip, but I'd much prefer to stay within the vscode interface rather than switching between the two, as I'm much more familiar with the vscode keyboard shortcuts and command palette. It's never really obvious which connection a datagrip "console" is attached to.