1. The first-in-class debugger
3. Really good support for Windows-specific technologies like Win32 and COM
VSC has 1 and 2 either now, or on its roadmap. As for 3, why do you want to develop for Windows on a Mac? I guess I don't understand what you need that VSC isn't already giving you, or planning to.
First-in-class C# support
Hit "F1" to get help on that function
Templates / Code library
MSDN is very thorough (if wordy), lots of examples and documentation
* * *
I use VSCode at work a bit; it's faster than Atom but not as fast as sublime. It's a decent code editor, I guess if I was full-on JS I'd love it but it's still kinda eh
Lots of good progress though; I definitely have my eye on this one
VS still has a ton more features though.