This is where you see the NeXTSTEP under the hood :-). A very long time ago, this made perfect sense, as applications from that era were multi-window. You can sort of see how it worked here: https://www.paullynch.org/NeXTSTEP/NeXTSTEP.screenshot.jpg (no affiliation, just the first relevant Google result). The Mailboxes window (to the right) and the email display window (in the background, just behind the File Viewer window) were separate, but they were part of the same application. That's why moving all of the application's windows to the foreground when switching to that application was the right call back then, the expectation was that you'd usually run a single instance of that application, and that application would have any number of windows. IIRC if you didn't need one of them too frequently, you would just iconify it.
Contemporary applications (especially cross-platform lowest common denominator applications, like most Electron apps) don't really do that anymore. Pretty much every modern email client has the mailboxes view in a side pane or something, whereas NeXT would have the email view, the mailbox view, address book views etc. all in separate windows. If VS Code has multiple windows, they act pretty much like fully separate instances. It's just not the kind of multi-window application that (what eventually developed into) the modern macOS UI was built for.
Edit: this has been, at various times, been retrofitted onto various contemporary design notions in terms of simplicity or intuitiveness. That's 100% ivory tower bull: this interaction model was pretty common on late 80s/early 90s interfaces, especially on Unices, and everyone gradually moved away from it precisely because it was anything but simple or intuitive, it was confusing as hell. Even as early as the early '00s it had gone out of fashion, and holdouts were just plain weird. E.g. GIMP used to have this mode (and just this mode) in its 1.x-releases and if you asked anyone why they hated it, that was their first answer, before they got to everything Photoshop did and GIMP didn't.
Contemporary applications (especially cross-platform lowest common denominator applications, like most Electron apps) don't really do that anymore. Pretty much every modern email client has the mailboxes view in a side pane or something, whereas NeXT would have the email view, the mailbox view, address book views etc. all in separate windows. If VS Code has multiple windows, they act pretty much like fully separate instances. It's just not the kind of multi-window application that (what eventually developed into) the modern macOS UI was built for.
Edit: this has been, at various times, been retrofitted onto various contemporary design notions in terms of simplicity or intuitiveness. That's 100% ivory tower bull: this interaction model was pretty common on late 80s/early 90s interfaces, especially on Unices, and everyone gradually moved away from it precisely because it was anything but simple or intuitive, it was confusing as hell. Even as early as the early '00s it had gone out of fashion, and holdouts were just plain weird. E.g. GIMP used to have this mode (and just this mode) in its 1.x-releases and if you asked anyone why they hated it, that was their first answer, before they got to everything Photoshop did and GIMP didn't.