My obd vault is "a folder of markdown docs" (which retains the "future-proof, no lock-in" benefits you cited). But the excellent WYSIWYG UX (open files in Edit mode, w/ "Live Preview" enabled) is something I haven't seen replicated in any VSCode or Cursor extension/plugin. I also prefer a dedicated tool for note-taking and "PKM" (Personal Knowledge Management"), as a peer of my IDE(s) for coding. I get to use the best tool for the job, w/ no compromises. Switching to a different IDE for a given project (eg IntelliJ for wrangling Kotlin) doesn't disrupt my workflow, and having clear context boundaries (note-taking vs coding) is a personal preference.
YMMV, different strokes,.... I know some emacs org-mode fans out there will extoll the benefits of using "one tool to rule them all", which does sound compelling... (shrug).
I love that there are such a variety of quality tools and approaches -- and, I'm very happy with mine.
Eventually I moved to using vscode for both. My gigantic notes.md file is always open in tab 1, so I can go to it immediately with Ctrl + 1.
Finding notes in a single file is easier for me than finding them in a bazillion tiny files. And there's less friction whenever I need to make a note (no need to create and name a new file).
https://www.youtube.com/watch?v=zi0rHwfiX1Q