More vaults could just mean more DLC.
Not really. DLC usually works within the game. A new area to visit while you're still playing through the main storyline. Having DLC take you off-planet in the middle of the main quests would be awkward since -you haven't found the key- until the end of the game. DLC specifically for end-game is an option, but that would mean you would have to use the end of a 1.0 playthrough to reach it immediately (or end of a 2.0 if there is a 2.5). Looking at Borderlands 1, the DLC was somewhat vague and ambiguous about where in the story it took place. Less so in the Clap-Trap Revolution, but playing that one out of order didn't completely break immersion.