Comment by Levitz

I mean it's not in caps, but it's literally the first line in the dialog after the header:

https://code.visualstudio.com/docs/editing/workspaces/worksp...

I'm big on user first, if that dialog had sirens blaring, a gif and ten arrows pointing that "THIS MAY EXECUTE CODE" and people still didn't get the idea, I'd say it needs fixing. It can't be said that they didn't try or that they hid it though.