Vscode on ParrotOS : ERR_INTERNET_DISCONNECTED

I just installed ParrotOS and installed VSCODE from the documentation :

curl https://packages.microsoft.com/keys/microsoft.asc | gpg --dearmor > 
microsoft.gpg
sudo mv microsoft.gpg /etc/apt/trusted.gpg.d/microsoft.gpg
sudo sh -c 'echo "deb [arch=amd64] https://packages.microsoft.com/repos/vscode stable main" > /etc/apt/sources.list.d/vscode.list'
sudo apt-get update
sudo apt-get install code

But I can't load any extensions. If I open the Developer Tools, I can see the following error :

ERR net::ERR_INTERNET_DISCONNECTED: Error: net::ERR_INTERNET_DISCONNECTED

How can I authorize vscode to connect ?

Updated: vscode has been added to the official repo for a long while now and is installable with the usual: apt update && apt dist-upgrade && apt install code

You always want to use dist-upgrade to keep your packages harmonious.

You should be able to run it with:
firejail --noprofile
BUT YOU SHOULD NOT ADD REPOS TO PARROTOS
ParrotOS is a rolling release distribution and you will break your system.

It is highly recommended you use a virtual machine for this type of thing (ParrotOS ships with VirtualBox and an appropriate firejail profile for VirtualBox as well).
https://wiki.debian.org/DontBreakDebian