You can dig in your heels on ideals and principles, but it is simply not realistic to expect a 3rd party extension marketplace from a closed source IDE startup run by 24 year olds in the Valley to protect you from all risk. (By the way, nor is it their goal - they are optimizing for breadth of the ecosystem and adoption and growth, not security and guardrails. That would likely cost you a lot more than $20/month.)
If you can figure out how to moderate a system of 3rd party software (or content, really) to protect the user from all bad things while maintaining global-scale content throughput, I suggest you start a company - I’m sure people will pay a lot of money for your capabilities.
Again, it's the system's responsibility to make sure you don't fail, not your responsibility.