The most unfortunate of which for me is remote development. So convenient, nothing compares :(
IIRC VSCode contains some proprietary, closed source binaries and VSCodium does not. So maybe the MS addons need those binaries
You can get e.g. pylance to work if you trick it:
https://github.com/VSCodium/vscodium/issues/1640
So, at least in that instance, it's just Microsoft being a little petty.