Does this issue occur when all extensions are disabled?: Yes

Using

  "dependencies": {
    "@iktakahiro/markdown-it-katex": "https://github.com/mjbvz/markdown-it-katex.git"
  },

in extensions/markdown-math/package.json results in following resolution in yarn.lock:

resolved "https://github.com/mjbvz/markdown-it-katex.git#b1ed14de467031f5d4f9c1588dd1868cab0b8744"

which poses difficulties with packaging as this is a git URL, not a plain file to be downloaded.

Compare this to extensions/emmet/package.json:

"@emmetio/css-parser": "ramya-rao-a/css-parser#vscode",

which gives following resolution:

resolved "https://codeload.github.com/ramya-rao-a/css-parser/tar.gz/370c480ac103bd17c7bcfb34bf5d577dc40d3660"

This is a readily-downloadable file, useable for yarn cache.
Please either use mjbvz/markdown-it-katex#branch-or-sha or github:mjbvz/markdown-it-katex.git#branch-or-sha

Thanks!