An excellent question !
My flip answer is that Osiris was interfering. Maybe it was a risk he had to take, Sagira.
But perhaps they weren’t able to engage in space? We still haven’t seen anything like Vex spaceships, unless I’m mistaken?
Or - and here is where I’d bet my glimmer - the cabal had proactively engaged the vex to keep them away? They tussled extensively on Mars - I recall some grimoire from D1 (Rasputin, maybe?) where the cabal were prepared for - and anticipating - a Vex attack/materialization. Far as I know, humans don’t have that knowledge. So I wouldn’t be surprised if the Cabal were prepared.
English
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You can see Vex ships arriving at Mercury in one of the CoO missions.
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Which mission?
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Oh word? Thanks! Gotta check this out
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If you're talking about the big cylindrical tubes they implanted into the surface of Mercury in the simulant past, those are not ships as much as they are data tubes. They're essentially the coding capsules for the Precursor Vex that terraformed Mercury, for example: Dendron, the rotating-eye-laser cyclops.