Sorry for the bad news: ES2015 support is still buggy.
When using embeded <script> JavaScript code can not trigger VSC's JavaScript language support. That means Intellisense won't work with embeded <script> tags.
So using ES2015 may cause the syntax highlighting broke below the <script> tag when using some new ES2015 syntaxes (E.G. export default).
I'm still working on how to make VSC to enable full-featured JavaScript language support.
For now, if you want to activate the syntax highlighting, you can move the <style> tag above the <script> tag in .vue files. But you still can't get full-featured JavaScript language support, including Intellisense.