I found a way to achieve this despite there be no official "official" way to do it (and no roadmap to add this feature by Microsoft).
Done on Microsoft Visual Studio Professional 2019 Version 16.11.41
- First, open the diff from the Git Changes window.

1.b It is important to actually Keep the tab open (click the Keep Tab Open
button.

- Keep the view mode on Side by side on the Compare files toolbar

- Right click on the file again in the Git Changes window, and select
Compare with Unmodified...

- Place your newly opened window on the bottom (or top) by dragging the tab so it allow you to place it at the bottom half of the screen. Now you have two split screens.

- Now just drag the windows in each split screen aside to show what you want to see in each.
