It seems like VS Community with python tools has a better syntax highlighting than VS Code with "Python" by Don Jayamanne. As you can see in the picture attached, VS Community highlights in ¿purple? the packages imported, and lightblue for classes while VS code just don't.
I ran into the same issue and some VS Code themes are not supporting syntax highlighting atleast for me. I tried with Ruby and Python and the theme I was using was Dark(Visual Studio).
Changing to Dark+ (Default Dark) did the trick for me.
Goto Preferences -> Color Themes and choose Dark+(Default Dark) or something similar.
Hope it helps.
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