Consider that the Zektor Vector Generator has a endpoint resolution of 1200x944 (onscreen 1024x768). Compare that to a CGA monitor which has a resolution of ~320x240 (may vary slightly from game to game).
If you want to get a feel for what it would look like, force MAME to use 320x240 (or 640x480). I'd also advise turning off any overlays, backgrounds, bezels etc. (except where necessary, e.g. Armor Attack).
And as fredster suggests, many vector games "overdrive" the monitor, which cannot be duplicated on a normal raster monitor.