The vault complex is an amazing enigma I’ve been following since finding the name while browsing through some gene lists. Every cell in our body has this massive complex, it’s highly conserved and we have not a clue what it does.
I'd like to point out that any protein that is produced takes up precious resources. Our evolutionary intuition suggests that unnecessary things should be dropped from the genome.
Suppose a protein is unnecessary. Then there would be no evolutionary pressure to keep it from mutating and loosing its function(and mutations happen all the time!). The organisms would just gradually loose it to mutations and we wouldn't find a conserved protein throughout eucaryotes. So there must be something keeping it.