There could be multiple options to join the lines in VS code editor.
1. We can simply set the shortcut as per our conveniant to use the join lines.
a. Files >> Preferences >> Keyboard shortcutsb. Search for join linesc. Edit and enter your keyboard shortcut
2. We can select the option from action list for that, press Ctrl + Shift + P shortcut, this will open the list of action, from here one can choose the action "Join lines" to join the selected lines.