VSCode does not show jupyter lab connection command

Question

Related to this question and these docs, I don't see a Specify Jupyter Server for Connections command in my command palete (Ctrl+E and enter ">").

My usecase: having a remote machine with a GPU and a jupyter lab running, I want to connect to it from VSCode to run and debug locally, and having it executed remotely.

I have jupyter lab installed.

Is it an outdated doc issue?

Note: I've managed to connect to the standard notebook kernel.