Try deleting the yay cache (delete the directory ~/.cache/yay/vscodium-bin) and remove the package (with sudo pacman -R vscodium-bin). Then install it again.
You may want to back up the package first (the latest .pkg.tar.zst file in ~/.cache/yay/vscodium-bin), in case you cannot reinstall it.
That worked! Thank you.
It was most likely because I was running yay as sudo. The message warning against it would be lost in the lines of scrolling text. I just noticed it when trying to install the package again.
Muscle memory sucks, but I hope this will help someone else later