I have never used a vault service. But that’s just bc I want my cards with me. If you don’t mind not physically possessing your cards, I see no problem with using a vault, either PWCC, Goldin or anyone else (I think REA may have one too). Especially for the reasons you state- no sales tax (assuming it’s in a no tax state), no need to insure, ease of resale (if you like the AH/Vault) and you probably get a break on fees. I think the vault is a great idea for investors or collectors who don’t need the physical card - I bet in the old days people would have loved to pay some secure 3rd party to hold their paper stock certificates.
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