VSCode & PowerShell Extension & Azure - Parameter not auto filling options

So when I am in in VSCode using PowerShell extension the parameter options do not show up. For example if I type in "new-azresourcegroup -name test -location " the optional locations do not populate so I have to manually type them in. The odd thing is if I go to the VSCode PowerShell Console, this feature works as intended and I can tab though the "-location" options and choose which one I want. While doing this I am connected to Azure. The weird thing is that the console works, but the window where you write your code does not which to me is odd as its my understanding that the window uses the console in the background (if that makes sense). Not sure if this is a PowerShell extension issue or a VSCode issue. Any help much appreciated.