Getting something working in Unreal is quite the task, whereas getting it running in Vantage is pretty straightforward, a lot of things convert across very well indeed. This will be even more true when animation from the DCC is supported (that would be even harder to transfer across to Unreal). The fact that The Boundary bought a whole new specialist team who use Unreal, rather than adapt to it with their existing staff, perhaps shows some of the complexities of trying to work with Unreal as a solution - which is no surprise that it's complicated, as it's a game engine and is not intended to cater to archviz.
So the concept is that Vantage provides GPU rendering for those that want it, in a way that doesn't require complex conversion and doesn't require learning a complex tool designed for another market entirely, since many have been asking for years for "GPU Corona". You can use V-Ray GPU as you say, but Vantage has some benefits over that (you'd need to check V-Ray and Vantage information to get the comparison there). And V-Ray is also a separate purchase.
There should also be more benefits from Vantage in the future, which arise from the fact it doesn't take place inside a DCC but is standalone :)