Because the Traveler protects the Last City with some magic bullshit force field or blah blah blah. Did you ever consider that the Vex don't actually [i]want[/i] to win?
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The whole magic force field thing was dropped and not replaced, I think, before 1 came out. In the lore it’s been completely inert since making the Ghosts as it went comatose. They just say it’s “protecting” us but never say how. The implied way is by making Guardians since it doesn’t do anything itself. If there was some magic field then there should be references for how they know it. The Vex haven’t been on Earth for them to know there is a field repelling them to begin with. Then it also didn’t stop the Fallen either. So there would be something about it somewhere to explain it or at least point out the mystery to be solved later.
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Maybe the Vex aren’t playing a game, in the sense if they’re not losing or winning, they just are