Its real hard to retro fit a vault into an already existing home. They require a bunch of heavy stuff like a door and a bunch of concrete and ribar. I guess others have different ideas about the proper thickness of a wall, but 8" or so seems like the minimum. And the door opening really needs to be pretty exact and square. Also, pouring a lid on the thing means you need even more ribar and concrete, and its going to be overhead so you'll need it supported pretty darn well.
Safes just wheel in and sit where you dump them. Its a whole lot easier to drill a few anchors in the floor. Better still, if you want to move it you still can. And if you want to expand it, you just buy another and dump it along side the first one or two. Try that with a vault room! Safe's pretty well have their own environment inside. So do vaults but its a whole bunch harder to modify or maintain a room with concrete for walls, floor and ceiling. Be aware you can hang insulation blankets and carpet the floor (a bunch of trouble.) You can even stick tiles or put in a drop ceiling. Again a lot of trouble. And you need electric in both of them, but running electric into a vault can be interesting to say the least. Vaults are generally under ground. That means cold in the summer (not too bad) and freezing in the winter (bad).