If you want to set it to LF as default, you can go to File->Preferences->Settings and under user settings you can paste this line in below your other user settings.
"files.eol": "\n"
For example.
"git.confirmSync": false,
"window.zoomLevel": -1,
"workbench.activityBar.visible": true,
"editor.wordWrap": true,
"workbench.iconTheme": "vscode-icons",
"window.menuBarVisibility": "default",
"vsicons.projectDetection.autoReload": true,
"files.eol": "\n"