hmm... I'm not sure why. But some suggestions for you:
check Lilex font has installed properly on you os.
restart you os
use a portable fresh vscode to check whether it work with Lilex or not. (download vscode zip version, extract and run with a empty data folder same level with code.exe, if you running on Windows)
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hmm... I'm not sure why. But some suggestions for you:
datafolder same level withcode.exe, if you running on Windows)