It has been a couple months since the last time I tried it, so I gave it a download to see if my complaints have been fixed. It looks like the only one that has (or, more likely, I misremembered) is the fading cursor - but it's still too thick, it still moves when doing pgup/pgdn, selection on clicking still behaves differently, and the scroll bar is still most definitely visible. Also, there's that weird page-high gap when scrolling to the end of a file - I had forgotten about that one.

I know VS Code is highly customizable; is it possible you installed some customizations to make it behave more Mac-like?