Yes but winget is not the Windows central package manager. Actually, Windows does not have one but for some reason you have enforced updates from a central source.

Why does Windows not have a formal source for safe software? One that the owner (MS) endorses?

One might conclude that MS won't endorse a source of safe software and hence take responsibility is because they are not confident in the quality of their own software, let alone someoneelses.

I believe that MS wants that to be their own MS Store, though I don't know of a single person who actually uses it as their preferred way to manage software. For what it's worth, VS Code is available there: https://apps.microsoft.com/detail/xp9khm4bk9fz7q