Visual Studio Code on Linux – Privacy risk?

I’m a fan of Visual Studio, and recently installed VSC on my Linux Mint. However recently I did a deep-dive on Richard Stallman’s site reading about just how evil and depraved all the big tech companies are, including Microsoft (not that I didn’t already know that these companies are evil, I just didn’t realise the extent of their depravity).

Now I’m feeling edgy about having VSC on my machine. I’m security and privacy conscious, and use TOR browser often. I read recently that on Windows 10 machines, opening certain files through TOR browser reveals your real IP to Microsoft. This being the case, I’m wary of having microsoft software installed on my machine.

I was wondering what the risks are if I keep VSC installed on my Linux Mint 19? How can I confirm that this program is "sandboxed"? I don’t want it spying on me. What sort of information is it known to transmit to Microsoft, and what other information could it potentially be collecting without my knowledge?

Forgive me if this is a stupid question. I’m not sure how to do an independent investigation which is why I want to come here and ask the experts. If no one knows a direct answer to my question, I will still upvote pointers as to how I could investigate it independently. (I haven’t confirmed this, but knowing microsoft, VSC is closed-source, which obviously makes the job much harder)