Its been brought up before, I think the problem was that the forums are powered by esotalk, which lacks an API or RSS feed.
It was also mentioned Vex Forums would migrate to Flarum, EsoTalk’s sucessor, once a stable version was released. Flarum does have an API so an app is probable once the forum transitions.
See these threads for previous discussions on a Vex Forums app:
Vex Forum Phone App
Vex Forum App
Tapatalk?