... because official vscode binaries are proprietary, released under EULA and include tracking components
official vscode(oss) binaries still have tracking, they're not properly configured and come without any marketplace. (arch ships a config file with openvsix though)
vscodium comes without tracking and pre-configured with openvsix marketplace, and also provides it's own branding.
There's the base vs code source code, which microsoft takes, adds a bunch of tracking, compiles it, and distributes that binary. If you compiled vs code yourself from source, you would not get the same executable.
A bit like chrome, because i'm pretty sure chrome isn't open source, chromium is. Could be wrong on that.