Something that is related, but not exactly the same as how MavensMate allowed you to deploy Metadata is the VSCode Org Browser.
Open Org Browser
Refresh available metadata types in the org
Refresh components for metadata type
Retrieve source for metadata component
It is currently in Beta and ...
There isn't such a feature in the core bundle, nor does there need to be. VS Code handles multiple orgs without any problems, it's just different. You don't need to select individual files, because you can have as many folders as you need to organize your metadata. You no longer have a single src/classes folder, you can instead have core/classes, marketing/...