As a power Vim user, I can attest that multiple cursors do at least 75% of what I want to do in Vim, and multiple cursors are better and faster.
foo bar baz
And you need each line transformed into:
[Foo](https://example.com/foo.html)
Or something like that. Macros make short work of it.
(Personally, I find vim's multiselect cumbersome to use compared to sublime/vscode's.)