I used to wonder the same thing. I worked out fiendishly for years as a teenager and got almost no vascularity, even though I was thin.
I wonder if you only get vascularity because your body is forced to give it to you, because you strain your body over a long enough period of time. When I finally got some vascularity, it was in my forearms, biceps, and shoulders, which were exactly the parts I worked most fanatically. I did mostly pure endurance and strength/endurance, training in martial arts, and training to failure, and even to a pitiful drooling quivering lump, was pretty much standard. Like, keep on trying even though you failed. Strain and strain, and if it takes 30 seconds to crank out your next rep, fine.
Just a notion, but maybe putting your muscles under conditions where they are deprived of oxygen for extended periods of time like that forces more vascularity so that your muscles can get the oxygen they need -- since you're apparently not giving up anyway.