Use case or problem
Switching vaults is somewhat slow and leaves two instances of the program running.
Proposed solution
When right-clicking a program in the taskbar, some options can show up. For instance, in edge, you will see the following:
Well, I can definitely see this working for picking the vault you want to open from the right click menu itself:

Current workaround (optional)
Having to open an instance of the program, change vaults and a second instance will show up. Delete the first instance and work with the second.
This happens when the last used vault is one that you are not interested in.