While vex are admittedly quite easy to take care off you can't get rid of them because they originate from another dimension completely different than ours. And the hive can create these dimensions. Oryx's own ship is a dimension and within that dimension oryx is essentially a god. The only way you can oppose this God is with its polar opposite i.e. God to satan and darkness to light. Whilst oryx, while within his dimension, can still amass and create taken armies.