Vacuum does not dissipate heat well (extra engineering in that department)
Vacuum is never 100% vacuum. If you have some dust in the air, it will mostly flow to the direction of the airflow, but in vacuum dust particles will do random walk thing and settle on surfaces.
You can't use normal plastic or any kind of lubricant anymore because it starts degasing inside the vacuum, pump down after opening to air is a multi-day process that involves heating everything up to 150°C to get rid of the water that will settle on basically every surface when you pull the vacuum, every electricity feedthrough is a potential point of failure, transfering objects between different stages is a huge hassle etc. pp.
I'm sure there's still lots of UHV and HV systems in a chip fab, but there's no way that's easier on a full factory scale than clean room operation.
Heat dissipation would be the obvious problem.