I believe you, but this hasn't been my experience. It took me hours to get Lean to work (something odd was happening with the package manager + version + tooling combination). Agda worked out of the box with macOS homebrew. Agda's docs are petty bad, but I've found its cross-linked module documentation incredibly useful. The main issue is knowing something exists.
This has also been my experience with lean4.
I don't understand the forced vscode path, just let me get it as normal software in a convenient way and run it as a tool