ResExsention Vector thrusters are much less efficient. A small thruster has 200 kN thrust while a small vector has only 100kN. The medium thruster has 600 kN to the medium vector's 330 kN. RCS structure appears to increase power consumption (it provides the same buff as the overcharger, which I'm pretty sure increases power consumption) so you're looking at half the power efficiency on the small vector and 55% of the efficiency for the medium vector compared to the medium thruster even if you have 20 or 16.36 tiles worth or RCS structure respectvely to get the thrust per engine to match the standard thrusters.
Vector thrusters also do not allow fully frontally armored engines on fighters. Even maneuvering thrusters don't do that because Vanilla 3-ways already let you hide your engines. . There's some dead space, but if you were to try to get the same thrust out of vectors you'd need another 4 tiles of engine and probably another reactor to pull off the same forward thrust with vector thrusters alone.

Vector thrusters are pretty, but they're not particularly strong unless you're using them to get internal transverse thrust in a space too narrow to fit paired small thrusters (or even in some cases a bank of maneuvering thrusters) or using enormous banks of medium vector thrusters when you absolutely must have thrust with no ramp up time, though really the agility of no ramp up time is more a side benefit of the aesthetic benefit of not having any visible engine nozzles in that case. Something with a narrow nose like this could not otherwise get adequate transverse thrust near the front.

That only really comes up at somewhat larger scales than fighters, though. On fighters vector thrusters really only get you a lack of ugly engine bells where they don't look good.