Intellisense is not working in Visual Studio Code - mssql extension

I am using Visual Studio Code with the mssql extension.

I am expecting intellisense to help me with table names and column names.

But if I type

SELECT * FROM dbo.

and press Ctrl-Space then I am hoping to see a list of tables. But I don't see anything. I believe my expectation that this should work is correct. Does anybody know how to fix this?