Importing existing game from Roblox Studio to Visual Code

Anyone knows how to import an existing game from Roblox Studio to Visual Studio with Rojo?
I tried rblx to rojo but every time i run the .exe im missing scripts from it and I get this warning in the console

The same scripts are missing everytime, one folder with like 10 scripts from ServerScriptService
and a folder with 2 scripts from ReplicatedStorage (those are the only ones I noticed, might be a lot more)