Torrenting involves uploading data, which is considered distributing content you don't own. So I think torrenting copyrighted content is illegal most places. A regular http download might be legal though more places.
VS Code is very good for what it is but there are still some telltale web app cracks and gaps scattered about, and of course its resource usage is considerably higher than Sublime's (I'm seeing ~240MB RAM usage on a fresh install with no documents open). I suspect that until these two factors are fixed there will still be those who prefer Sublime.