If I already have a Sublime license, and I'm happy and it fulfils my needs perfectly, what would I gain in spending the time to try to get my workflow working in VSCode if it still hasn't caught up, as you say?
If it fulfills your needs perfectly then there's no need to change.
It may be still worth playing with a bit and doing tooling investigation to find out if there are some super useful features for your case.
I switched to vscode from sublime recently, because it has much better autocompletion and "goto definition" especially when working with JS and TypeScript code, which is exactly what I need.
Other than that I was able to replicate all features from Sublime (e.g. multipoint editing) and I'm not aware of any missing feature from what I used in Sublime. One con is that vscode is slower to start and slower to open up a file.
It's closer to an actual IDE for JS than Sublime is (even once you install a bunch of ST plugins). Especially for TypeScript. That said, if Sublime is working for you, stick with it.