How to run Visual Studio Code as root without --user-data-dir argument?

I can run VS code with following command

sudo code ~/.zshrc --user-data-dir="/root/.vscode"

But it annoyed me.
How do I config it so I can run VScode as root without --user-data-dir argument?

You can try with adding the -H parameter for sudo:

 -H, --set-home
             Request that the security policy set the HOME environment
             variable to the home directory specified by the target user's
             password database entry.  Depending on the policy, this may be
             the default behavior.

That would be:

sudo -H code ~/.zshrc

This way, ~/.zshrc would still refer to your calling users .zshrc, but the home directory for code would appear as the one for root (~root).

Although what you are doing (running vs code as root) sounds wrong. Maybe you have your reasons, but in general it is not recommended to run programs as root.