They're not inherently evil (although you shouldn't call anything evil as it is a term based off of bias and perspective, but I won't discuss that now). The Vex's goal is to write themselves into time so that they will live forever and never be destroyed in any time. They want to exist. But when they encountered the Hive in the Book of Sorrows, they figured out that the best way to do that would be by killing all other life to ensure that nothing would stop them. So blame the Hive and Darkness for their violence, although I doubt most species would've liked the fact that the Vex were terraforming their worlds even back in the nonviolent days