I have the exact opposite experience — VS Code notebooks are much snappier and are possibly the best Jupyter implementations I’ve ever used (better and more responsive than vanilla Jupyter or Jupyter labs).
VS code notebooks also support LSPs with refactoring, typing etc. Black is supported. Step by step debugging is supported. Venv is built in.
There are so many conveniennces in VS Code that whenever I have to use Jupyter Lab I feel a lot of stuff is missing.
I agree with you that the VSCode experience feels superior. It integrates a lot of the other various IDE widgets into the notebook experience. Code formatting, variable definitions, spell checker, non-garbage tier code hints, etc. The little timer noting the time it takes to run a cell alone is a huge boon.
My only complaint is how white space heavy the VSCode layout is by default. Probably can be customized, but I have never dug into it.
Hitting Escape in normal mode takes you out of editing the cell and into "notebook manipulation mode" instead. This is so counter to the way Vim normally works - Esc should leave you in normal mode no matter where you started - that I found it almost unusable until I realised I could just remap that binding. I made it Shift-Esc and am very happy with it now.
VS code notebooks also support LSPs with refactoring, typing etc. Black is supported. Step by step debugging is supported. Venv is built in.
There are so many conveniennces in VS Code that whenever I have to use Jupyter Lab I feel a lot of stuff is missing.