I agree, coming from Sublime Text it’s one of the first things I noticed.
Third party solution: in the meantime I found this other thread Opening another vault with keyboard only? - #5 by samueldee which mentions a feature request to Quick Switcher++ which has been implemented via action “QuickSwitcher++: Open in Vaults mode” (bind a shortcut to it, such as Sublime Text style Ctrl+Alt+P). However, it only finds existing vaults in the list of known vaults. To open or create new vaults, you still need the native vault switcher (but since the issue is about productivity switching about the same vaults again and again, it shouldn’t be a problem).