Having your infrastructure a code in the Cloud is certainly the way to go! Unfortunately it still feels like working close to the metal in Azure. Microsoft has recognized these problems and they are striving to provide more comfort and tooling, as Mark Russinovich states in his interesting blog post to the topic.
This is great news, especially looking at the tool support with VS Code. However, in enterprise scenarios Visual Studio is still the tool of choice and could use some love here, as well. As a VS enterprise licence is not cheap, this would be well deserved.