It also bugged me in ME3 that we didn't get a proper introduction who Vega was & how he and Shepard met. Imo, it's a bad thing if we're supposed to know what happened in the novels.
Nobody said you had to know. The game tells you what you need to know, just like how Anderson explained his background with Saren in ME1.
We met Vega because Anderson assigned him to be Shepard's guard while he was in lockup. To see them meet the game would have to cover six months of small talk in a cell. Not exactly the makings for a good story.
Paragon Lost and the comics with Vega just add more insight to what he tells you when you ask him just like you ask Anderson and every other NPC for their life story.
Or do you think everyone expects you to know their life stories before you meet them IRL?