Maybe my VS Code setup isn't correct, but if I need to explore % class files to learn more about behavior of some methods (let's face it, the documentation isn't always revealing), I use Studio.  A recent example was learning what methods of %CSP.Page I could override and which order the override-ed methods were called in the code.

I know in the past I've referenced other things.  It's not often but it's helpful when we can.  I haven't found a way to view % classes in VS Code.  

Maybe someone can help me if that's something I've missed!