After using the Build and Debug Active File command (0.22.0-insiders3), the tasks that get created don't have problem matches added.

Adding something like this fixes it:

"problemMatcher": [
        {
          "base": "$gcc",
          "fileLocation": [
            "absolute"
          ]
        }
      ]

Or with "$msCompile" for cl.exe.

Not sure if the absolute should always be used.