Comment by Leonard_of_Q

Here's a more general command to turn off this and future annoyances. Works in Debian and other apt-based distributions.

   sudo apt autoremove --purge code

It does have some side effects [1] but those are not as hard to deal with as whatever MS has done and will continue doing to your workflow.

[1] disclaimer for those used to copy-pasting anything they find on the internet: sudo apt autoremove --purge <package> [<package> ...] removes software packages and their configuration files. Only use this if you know what you're doing.