I could be mistaken here, but earlier when I used to use VS Code and the SFDX CLI plugins through the Command Palette (i.e. Command + Shift + P) to kick off a process (deploying code, retrieving code etc.), the output window (or maybe terminal) would show the corresponding CLI command. This was very helpful in learning the actual commands themselves, and a time-saver when I needed to re-run the commands via terminal with a small modification (such as running specific tests during deploying). But the last few months, I'm not seeing the corresponding commands in either Output or Terminal when I execute it via Cmd Palette. Did some setting change somewhere, or am I imagining it?
You should be able to see the Commands used in the execution as per instructions documented here
To see the output of the commands that you run, select View > Output, and then select Salesforce CLI from the dropdown menu. Alternatively, click Show in the completion notification.
Also make sure
show-salesforce-cli-msg flag is set in the extension settings
You will find the Salesforce Feature Previews Settings like above in the VSCode Settings.
Finally for some commands, Salesforce CLI commands are not executed and instead the Salesforce VSCode Extension uses Salesforce API like tooling. For these commands you wont see SFDX Commands.
One Such Example is
Retrieve Source and
Deploy source no more uses CLI SFDX Commands for Non scratch org.