Yeh so basically the VS Code extension is currently a bit “further on” in terms of rendering ability of MyST Markdown: MyST-Markdown - Visual Studio Marketplace, and allows for things like displaying figures (you can even play around with some of the rendering online with e.g. markdown-it-docutils - demonstrator)
and then hopefully we will soon be working on parity and even more improvements with the jupyterlab-myst extension