Vega's vanity is demonstrated in how he uses his mask. He wears the mask not to conceal his identity, but to protect his face from scarring or bruising during battle, so that he can more easily view himself as perfect-looking. Vega often removes it after fights during his win poses, and his face is at least partially, if not fully, exposed in some of his character-select mugshots as well as some of his individual endings. Additionally, many characters are able to recognize Vega even if they never see him without his mask. In some games, he can remove the mask during battle.
Vega's unbridled and solipsistic ego is shown even in his taste in interior décor, as his mansion is adorned with portraits, all of himself. Vega is also good at adopting elegant and gentlemanly mannerisms, likely because of his noble background. He has also been described as intelligent and sophisticated. Additionally, he is also attracted by the beauty and strength of young female fighters, such as Chun-Li and Cammy; in the case of the former, he frequently compliments her appearance. At the same time, he seems to derive pleasure from causing pain and despair to Chun-Li and even enjoys taunting her. With men, on the other hand, Vega tends to completely look down upon them and is seen constantly scolding their fighting abilities and "ugliness" in his win quotes, considering his looks and skills to be superior