This has nothing to do with VS. It's a .NET thing. Since managed objects can be moved around in memory, the address can change and is thus kind of useless.
The only way to get the address is to tell the Garbage Collector to pin the object in memory. Only then will the address be valid.
string someObject = "Somestring";
GCHandle handle = GCHandle.Alloc(someObject, GCHandleType.Pinned);
Console.WriteLine($"Address: 0x{handle.AddrOfPinnedObject():X}");
handle.Free();