Since Vault was created to provide one API for many permission (and also economy and chat) plugins, its API is more simpler than the plugins themselves. What that means? Imagine situation, when you have group structure like that:
Code (Text):
default
↓
a
↓
b
And in your config you added only group `a`. Player with group `b` joins to server.
With LuckPerms, player will see messages for group `a`, because it's parent for group `b`.
But with Vault, player will see default message from `everyone`, because plugin doesn't know anything about group structure. This may vary depending on the your permission plugin, but for most cases it'll be as described above.
If you want to ask for support for certain permission plugin, feel free to write to the discussion.