While Vegeta has been angsting about wanting to find his own path in life, which is great, relatable stuff, he's always been reasonably pragmatic when it comes to combat. By that logic, he might as well just abandon every other ki blast technique, every Super Saiyan form, since Goku did all of those first. Vegeta relentlessly trying to 'go his own way' is all well and good, it's not exactly out-of-character, but it feels needlessly regressive for him to refuse to learn a useful move for no justifiable reason beyond 'heh, I don't need anything you've got, Kakarot!' He's just making life more difficult for himself. Surely it makes more sense for Vegeta to understand that being able to do it solo will make him more independent from Goku? Vegeta always seems humiliated about having to grab hold of Goku's wrist or shoulder (no hand-holding!) whenever they have to teleport somewhere. Vegeta, supremely talented so-n-so he is, learns to get from Yardrat to Earth within a few minutes of instruction after mastering every other Spirit technique but arbitrarily decides he won't do it again even though he just showed he easily can.

It's probably Goku's most practical technique, I mean, he can instantaneously move anywhere in the universe so long as he can detect a person's ki, as the name implies. Whichever way you look at it, teleportation is an insanely useful technique to have in any arsenal. Back when I first joined this forum, this made me have a minor meltdown in the main manga thread which I'm not proud of (apologies again Marlowe, I was going through some stuff at the time, I guess), but even after simmering down considerably, I still see the whole scene of Vegeta abandoning IT as facepalm-inducing.

Vegeta learns instant transmission