With the Visual Studio Code extension, you can enjoy native Python programming experiences such as linting, debugging support, language service, and so on. You can run current line, run selected lines of code, or run all for your PY file. You can import and export a .ipynb notebook and perform a notebook like query including Run Cell, Run Above, or Run Below. You can also enjoy a notebook like interactive experience that includes your source code and markdown comments along with the running results and output. You can remove the unneeded sections, enter comments, or type additional code in the interactive results window. Moreover, you can visualize your results in a graphic format through a matplotlib like Jupyter Notebook. The integration with SQL Server 2019 Big Data Clusters empowers you to quickly submit a PySpark batch job to the big data cluster and monitor job progress.
This is rather useful for developers, though I greatly prefer the Azure Data Studio notebook interface.