* Performance, like you mentioned. I've very used to opening hundreds of megabytes of line-delimited data in my editor; anything that can't keep up with that immediately ruins my "tempo."
* I don't really understand how to customize VS Code's UI. It has a lot of little toolbars and widget panels that I don't want (I have everything except for the edit buffer on Sublime removed), but I can't find any obvious way to permanently remove them. Maybe I haven't looked hard enough.
* This one is largely my fault: 10+ years of Sublime Text have broken my brain, and VS Code's default bindings are just different enough to cause me significant annoyance. I'm sure I could spend a couple of hours fixing them, but I'll admit that the thought gives me pause.
On the other hand, I really like VS Code's session sharing feature (other than the shared undo/redo buffer). I'd love to see a version of that for Sublime!