I feel like the Vex were added to the game to indulge a writer's insane philosophy questions. They're complex and intricate, starting with their goal. We hear Praedyth talk about how there's only the pattern, and making things fit in the paradox mission, so we know they're united in a goal. There's even a reference supporting this in a bounty, where Cayde-6 mentions that every vex unit is created for a specific purpose, like a line of code. We get into even weirder, harder to explain territory when we look into the weapons in the Vault of Glass. Gorgons, the Oracles, and the Templar have Ontological weapons - weapons that can shape reality to their will. When the oracle marks you, or the gorgon sees you, they're literally deleting your entire existence from reality. This is hard to imagine - but you can imagine it happened to praedyth. No one had ever heard of him until his weapons surfaced. How's that possible? He was a prominent member of Kabr's fireteam, and the Future War Cult. The biggest, weirdest thing you can think about with the vex is how they have the ability to create near-perfect simulations. Millions, in real time. They simulate millions of outcomes to every possible situation, trying to test and see and predict their enemies. This is what happened to the people who captured and tested on a vex at campus nine, ishtar collective. They couldn't determine if they were a simulation or not. They knew what the vex was doing, and possibly even how to stop it - but they didn't know if doing that would just give the Vex a way to get out of their control. Deep stuff. If you go into the grimoire, I'm sure you can find this in a lot more detail.