Depending on the complexity of the vectors involved[1], I don't think vector graphics is inherently more complex.
It's a point-and-click(-and-drag) operation, really. Much as how in Paint (being representative of an uncomplicated graphics package) you can draw a straight line so easily. Except that it's stored as "Draw from X1,Y1 to X2,Y2 in a certain colour", not "make [set of pixels] a certain colour". To the eye, the unzoomed versions of both operations are the same. The difference is that the former scales better (including scaled anti-aliasing).
Of course if you manually stipple your raster graphics, painting pixels one at a time for a given final resolution of image, then that's quicker than the vector equivalent of defining squares of "one pixel" size and filling them with the colour necessary, but that'd be a uniquely time-consuming way of drawing anything other than a "snow noise"-type pattern. Mostly you're drawing lines (straight or curved), filling enclosed areas with solid colours, gradients, other patterns, etc... Which can be done in a raster fashion or a vector one, where sometimes it's a bit more effort to do it one way than another...
But moving onto GIMP (my "advanced" paint-package of choice, being at least as good as various premium packages and free too!), straight lines (or straight-line operations of various of the brushes and other effects) are easy enough to apply in a 'raster' way, click the start position and shift-click the end position (hold shift before clicking to see the path), and you end up with a line as if you'd clicked and dragged in MS's Paint.
Ovals and Rectangles are a little harder to draw. Suitably drawn Oval and Rectangle selection areas can be placed and then filled (flood-filled, or manually painted in with a brush of some kind and size or other), but getting an outline is harder. For that you need the "convert selection to path" option and then "paint along path" (specifying the 'brush' to apply to the line, and/or the dotted style/width of the application). For some things you just want to do that for an oval line and it takes six or seven clicks to do the same for an MSPaint oval that takes three (not counting the actual selecting of line thickness or colour in either case, assuming you're going with the current default in both cases).
You might, however, want to just after the "convert selection to path" stage do something with the path. E.g. slightly bend a defining bit of splined-line a off of the original oval. Or once you've drawn the line, you can re-use the same path (with no extra cost in defining it) to make a "thin line on a thick line" effect (adding blurring effects on the lower one, useful for giving a "neon glow" to something, I find). With Paint that'd be the "pencil" tool, and using your own judgement, for the former (ignoring anti-aliasing effects completely, as well, should you have wanted them) For the latter you'd have to draw your "underlying" line first (couldn't start with the top one, either because of layers or because you could redo the top one later) then repeat the process from one exact pixel-location to another exact-pixel location for the thinner line. (Something I've done many a time, for one reason or another...)
Working with the "paths" (essentially vector definitions) available in GIMP is actually a pleasure, compared to this. Especially when you want to rejig the path position/size.
This is still ultimately in raster format, of course. But if you've been working exclusively with any number of paths (up until the point of painting the lines from the paths, then you can resize the canvas upwards or downwards and re-draw (at the low-scale versions perhaps modifying the line thicknesses, to taste, but a simple matter to do when re-drawing) at any image size you might care for... If this was intelligently left to any given display engine to do then it'd be zero effort for the end/mid-user, or developer, to cater for (except for scales where it's significantly scrunched up, perhaps, if you don't also set a hard limit on some things) whereas supplying multiple scales of raster tiles needs reauthoring (with opportunity for checking and modifying, of course), taking time out from the creative process and refinement.
There's one downside I'd put to considering vectors for DF (as it currently stands)... An 8x12 (or whatever it is, exactly, by default) pixel raster graphic's design (even the simple "dwarf-face", circle (filled our outline) with dots for eyes and small curve for mouth (and option "beard" segment, depending on which of the default tilesets you're actually considering!) being defined in vector graphics would probably look no better (to my mind) than the tileset as it currently is. But it would look a whole lot better if you did zoom up the effective pixel-count of the tile.
And I've actually converted (for my own 'nefarious' purposes, which I still hope to show the fruits of in the not too distant future) the default tileset to a vector-based notation equivalent. That's hard. The conversion. No, not hard... Tedious. At least while trying to 'perfect' the conversion of vastly different entities[2] to my own particular standards and aesthetics. (YMMV.)
Anyway, vector graphics is easier to do than (say) GWG seems to think they are. I run my DF with the default (non-squared, even!) tileset, and the default size of that as well, and I'm not sure directly vectorising the current grid-bound game will make my experience better at all. But something tells me there's a comparison of apples and oranges going on here, from all around. Which is why I can't make up my mind what's actually (now) being suggested.
Sorry, another long post, and probably missing a mark, again, in my attempts to encompass and explain and bridge between the various ideas floating round here. (As I interpret them. With a heavy dose of "YMMV" to be taken three times before mealtimes.)
[1] Simple MoveTo(x1,y1);DrawTo(x2,y2) equivalent lines and polylines to start with, radial curves and spline curves for more complex continuous vector pathing, and whether there's a "fill", "shade" or whatever, to be applied within vector-defined areas, for which there may be a separately configured presence/absence of border-tracing of one kind or another...
[2] The more alphabetic characters need to be assessed as if made of "strokes", backforming the original font creation process. Border/tramline characters are straight-forward, of course. the 25%/50%/75% pixel-full "haze" characters I'm dealing with 'in spirit', rather than "as a set of diagonal lines", or whatever it might otherwise be interpretable as. Some characters are simple primitives (the dwarvish "smiley face"), but not all isolated dots are so obviously circles (a 1x1 pixel "splodge") or squares (a 1x1 pixel total fill), until you examine them in context. And not all lines, at that small scale, are necessarily so straight/curved/angled as they might appear to be, when you look at what the effect of other nearby pixels (also being converted to one primitive or another) mean in the overall image. I could take the raw vector data behind (say) the Courier New definition of the various characters, but that's not the only font with the correct CP<whatever>/ASCII/ANSI-like character set defined, and none of them quite seem to "back-convert" to the rasterised default graphics sets involved (anomalous dwarven beard being ignored for this test).