There are guards inside the Vault. They should react if you get shot while being protected.
Guards stop chasing you once your out of their view range. And you can kill Nurse Phillis and the doctor...
If that's so in the Vault, than that's different from Junktown at least some of the other towns.
In Junktown guards keep chasing you even if you went out of side.
I have a hotelroom there. They chase me to it, even if I close the entrance door into the hotel and my hotel room door.
All guards who chased me come in, move to the hex in front of the door. The door is closed, they leave combat/chase mode. I can leave the hotel room safely again.