If you use the Remote Containers feature, then it effectively does ship with those. You run the command to set up a C++ dev environment for your project, and it downloads a Docker image from Microsoft's registry that has those tools installed in it, and lets you work and run your code inside that image.

(You do still have to separately install Docker. I guess this is because Docker puts a lot of global state on the machine, so having VSCode try to manage a separate copy of it would cause too many problems.)