Azure data studio schema diagram?
Leaving this here for future people asking this question. While Azure Data Studio does not support this, DBeaver does and it's cross platform. https://dbeaver.io/
I had this same issue and by right clicking the dbo under your databases Schemas folder in the database explorer, you can choose "View Diagram" and it will build a view just like SQL Server Management Studio does.
I don't know if you're still looking for an extension to do that. Anyhow, I've solved with the R0tenur/visualization.
This extension uses mermaid.js to generate the schema.
If you want to install (v0.7.1) it, just look at here, download the vsix file, and install it from the File -> Install Extension from VSIX Package in Azure Data Studio.
Unfortunately, this is not possible. There is no database schema diagram for the moment in Azure Data Studio. This feature has been requested in 2017 https://github.com/Microsoft/azuredatastudio/issues/94 and still no updates on that.