I get where you're coming from and generally agree. The trouble is that the integrated tools are all pretty bad, in my experience. If I can use DataGrip instead of some VS Code extension called "Database Client", I'm going to use DataGrip. I will often even prefer pgsql for many tasks. A mediocre tool might save time here and there because it's convenient, but I find their broader impact is poorer work done in worse ways.
Of course, this is all opinion in a very subjective context. Some people do best-in-class work with terrible tools.
Datagrip, of course, is just the integrated database editor of intellij packaged without the rest of intellij, so it's not a rule that integrated tools are always bad
But Sublime isn't an IDE, it's just a text editor. The line is blurry (especially with how VS Code is used these days) but I have ST running next to IntelliJ all day, they serve different roles.
You don't like quickly accessing the terminal? The biggest draw for me is that VSCode can easily attaches to terminal processes, so I can launch a debugging session with custom arguments with a simple "CTRL+~" and a "npm run foo".
It’s all preference. I think it’s insane that people use the terminal in their editors.