Adds missing "not" in error message in setup_vscode.py

[steple]

Description

Adds a missing word in an error message.
Also fixes a broken link in the pull request template.

(I did not enter an issue since it seems like a tiny change, but will if you'd like me to.)

Type of change

• Bug fix (non-breaking change which fixes an issue)

Checklist

• I have run the pre-commit checks with ./isaaclab.sh --format
• I have made corresponding changes to the documentation - I don't think any are necessary.
• My changes generate no new warnings - I doubt it, but I have not been able to install everything, I discovered this issue on my first attempt to build.
• I have added tests that prove my fix is effective or that my feature works - Not a feature.
• I have updated the changelog and the corresponding version in the extension's config/extension.toml file - Not sure which file that is in this case, please let me know if this is applicable.
• I have added my name to the CONTRIBUTORS.md or my name already exists there

[steple]

#1616 should fix the pre-commit failure.