I agree with pfitzseb. The process should get killed or safely terminated when VS Code is closed.
@jishnub: I tried Sublime Text just now, but it was annoyingly unintuitive to use. For every single thing, I had to do a Google search for “how to do xyz in SublimeText”, and often, the solutions didn’t work either. I’m surprised that the creator is charging a license fee for such an IDE. Atom is being sunsetted, so that leaves very few options for finding a good IDE that can run Julia, Python and R. I wish Netbeans kept up in the IDE race. It was really good.