Also what other structures are left out because they haven't been discovered because staining techniques don't make them visible? The dark matter of biology, is anyone even trying to look for such things? Though you would think electron microscopy would reveal everything.

Everything I read in the article makes it sound like vaults are part of the immune system, but nobody understands how they work. It seems really weird that there can be a major structure in a cell "thousands in some cells" and research has not found what role they play after decades. Probably a noble prize waiting here.

They knocked out the vaults in experiments, but did they then challenge the vault-deprived mice with viruses or did the mice live in an isolated environment to keep them away from confounders? If you remove part of the immune system and there are no immune challenges then it would seem like that part of the system does nothing. The environment matters a lot in such experiments.