He kind of did. Heck the Masters wasn't even really a major for the first two decades it existed. Players were retroactively credited with winning a "major" years later.
Vardon only really had the chance to play one "major" per year (except 1913) and virtually every year he played the field was absent of people from outside Britain.
Jack is the player who emphasized majors. Hogan wanted to win "The Open" and only visited Britain once (winning). And that was JUST before Jack. Arnie re-popularized the British Open. Jack emphasized them.
Vardon made a point to come across the pond to play (and win) the US Open in 1900. Why was that? And I am sure that he was very disappointed that he finished second in his only two other attempts.
The definition of "majors" has changed over the years. Why do Bobby Jones's Amateur titles count for his totals, but not Jack's and Tiger's?
The cost of travel and the commensurate, iffy compensation made traveling across the ocean back in the day a difficult decision. But Majors ALWAYS mattered.