Thank you for reminding us @Andy.
We will look into it. Although, VS Code does not allow extensions to access files outside the workspace (we would have to work-around it and it would only work on some systems)
The recommended solution is to Add Folder to Workspace. The IntelliSense should then parse the content of it as well.

Anyways; something like includepath setting would be better I guess - we'll try to implement this as well.