Yes, Windows usually has issues that Linux just doesn’t seem to suffer from. Or it could simply be that Linux users are more experienced and find and fix the problem, so don’t comment about it as much.
There have also been more than a few reports about newer versions of the C/C++ Microsoft extension, which powers the IntelliSense engine (which is what generates the errors you see in the ‘Problems’ tab) - specifically post 0.26.0 and the insiders builds - giving include path erorrs, and how reverting back to 0.26.0 seems to have fixed it. We don’t know what the underlying cause is yet, thus also don’t know when it will be resolved.