When I import any deno module (for ex, the parse module), the error message show only the file name instead of the full path of the source file. That avoid the vscode from creating a link where I can click and jump to the line of the error.

Without importing anything, the full path of the file is shown as expected.

A relative path would also work as a link, and would be more readable IMO:
$ deno run foo.ts
error: Uncaught Error: A custom error msg
throw new Error("A custom error msg");
^
at ./foo.ts:3:7
I don't know if it is related but since today the fullpath is missing in the stacktrace in my github CI:

Most helpful comment
A relative path would also work as a link, and would be more readable IMO: