I am also very found of pointing out that Powershell still has one of the best ISE's/IDE's in the game for this kind of stuff. One window for editing, a terminal in which whatever you edit runs, and then access to every var/function/etc you just touched in that same terminal is a joyous experience that is shockingly hard to recreate for many languages. Hell half the time I'm just testing out random syntax or a portion of a function and being able to do that in the same session as the script I'm working is awesome.
With enough abuse VS code comes close (for Ruby at least, thank you Pry!) but it would be nice to get a similar experience with Python; I've used a few of the existing REPL options for python, but most of them require you to actually figure out pdb and even then it wasn't as tightly integrated as what I actually wanted.