The Vex first appeared in Sol when the Traveler arrived. We touched down on Venus and saw many Vex structures. Eventually, we started seeing the Vex themselves.
The Vex didn't attack us until the Darkness arrived. This is quite strange as almost none of their structures fully activated until then. However, once the Collapse started they took Mercury and fought the Fallen and Cabal on Venus and Mars respectively. They never touched the Hive, though.
The Vex are a race of builders, not fighters, hell they had to create Warrior Vex to fight the Hive. Yet these Vex are here. Builders, constructors, fighting. They now started the surge to protect the Garden from anything on Mars. I would assume that this is when they started paying tribute to the Heart of the Garden, which begs the question, why?
Well, I believe that the Vex didn't attack at first because they thought this system would be safe to make a base of operations. They didn't seem to mind the Batadactyls or us (until the Ishtar Collective caught one) for a long time. However, their plans changed when the Darkness arrived.
During their war with the Hive, Quria, Blade Transform, decided to capture a Hive worm. It is safe to assume that the Heart is that worm, which means that the Vex were paying tribute to it, like the Hive do with the Deep. They wanted the same paracausal power that the Hive had so that they could be supreme. The Sol Progeny were supposed to be like Atheon, but outside of the Vault of Glass.
When the Darkness came, they had no choice but to find a countermeasure, so they indiscriminately killed everything in sight.
However, you would think that the Vex would attack Earth, right? Well, here's the problem. We are here. Us, and the Traveler. However, considering all the leaks we've had for D2, I think this might change very soon and we will start seeing some Vex on this little blue planet very soon.
TL:DR - The Vex had an "oh shit we gotta do our jobs!" moment when the Darkness arrived and started killing everything.
-
I don't really think the Vex have an issue with us. They are still in war with the Cabal on Mars.