The interactive window gets focus, but not the text field, it's not even possible to tab there
When switching focus to the interactive window, the text field at the bottom automatically gets cursor focus, so that I can start typing straightaway, without the need to click my mouse into the text field.

Dupe of microsoft/vscode-python#11808
Sadly stuck upstream for 5mo now :/
https://github.com/microsoft/vscode/issues/97992