That isn't a VSCode thing. I have "always how scroll bars" enabled at the OS level and across many apps it only shows when the mouse is over the scrollable area. You know, because the accessibility setting is really just a poorly worded suggestion now.
- Turned on "Always show Scrollbar" in MacOS setting
- Turned on "visible" in VSCode for vertical scrollbars
Check the explorer window -> scrollbar doesn't show up unless your mouse somehow touches the area.
But this is probably a VSCode thing though.