Because people want a fast out of the box editing experience. Not clicking yes for every language server.
But what they should have is a CDN with their own extensions and verified binaries. This way they can ship new versions of extensions without bumping their editor version.
Not downloading, but enabling. The downloading of Node isn't really the issue that people are trying to make it.
The real problem is "running" the language server on untrusted code. That's where there should be a confirm dialog.
But it's a separate issue about workspace permissions.
That's the only vulnerability here and it exists on at least one some level in all editors in language servers. (VSCode's workspace permissions aren't that secure)
But what they should have is a CDN with their own extensions and verified binaries. This way they can ship new versions of extensions without bumping their editor version.