Despite being one of the main characters in the Dragon Ball franchise, Vegeta has largely resentfully existed in Goku's shadow, with the Saiyan hero constantly surpassing his longtime frenemy in combat power with incredible new transformations. While Vegeta eventually closed the gap between the two warriors during Dragon Ball Super, Goku hit an entirely new level of power by the end of the anime series by achieving the Ultra Instinct transformation, pushing his body far beyond its physical limits to attain an astonishing amount of godly strength and surpassing the Saiyan Prince significantly.
Initially, Vegeta sought to achieve Ultra Instinct for himself and match Goku during the Tournament of Power. However, Whis, Goku, and Vegeta's martial arts trainer for much of Super, observed that while Vegeta possessed a much more tactical mind and technical approach in combat than Goku, he also concentrated too much on his actions during a fight. This prevented him from subconsciously reaching Ultra Instinct whereas Goku's tendency to react and strike reflexively allowed him to achieve the transformation. Vowing to surpass Ultra Instinct on his own terms, Vegeta unveiled levels of power previously unseen within the Super Saiyan Blue transformation but was ultimately unsuccessful. However, a fan theory suggests that Vegeta's next evolution may come in the continuation manga series -- and the Saiyan Prince may make good on his earlier promise to surpass Ultra Instinct.
The manga introduced the powerful, magical villain Moro to the franchise, able to channel the energy of entire planets in combat. Overpowering Goku and Vegeta in their initial skirmish, Goku sought to finally master his Ultra Instinct transformation while Vegeta decided to train on the faraway planet Yardrat. Goku had crash-landed on the planet years ago after barely escaping the destruction of Namek following his triumphant battle against Frieza. The strange extraterrestrial race taught Goku the Instant Transmission technique, allowing him to teleport himself across great distances as long as he could track an energy signature.
Vegeta came to Yardrat for the specific purpose to train himself to prepare for a rematch against Moro. While the specifics of Vegeta's training under the Yardrat martial arts master is unclear, Vegeta almost assuredly has a plan to not only further boost his combat power but combine it with the Yardrat master's strange techniques with his own Super Saiyan Blue transformation. And at the very least, Vegeta is expected to learn Instant Transmission for himself, which will allow him to reunite with Goku as his frenemy faces off against Moro alone.
Goku has finally mastered Ultra Instinct, but Vegeta's absence during his impending rematch against Moro is especially conspicuous. The Saiyan Prince will likely make his triumphant return while Goku is being overpowered by Moro to unleash whatever he learned on Yardrat to help turn the tide against the manga villain. While it is unknown if this entails Vegeta achieving Ultra Instinct for himself, the Saiyan warrior is up for his own immense upgrade as the series continues.
Vegeta's surprise choice in training location could signal a departure between his and Goku's trajectories as Saiyan warriors. As Goku continues to lean into the divine energy used by the gods and angels of the Dragon Ball Multiverse, Vegeta has chosen to train under alien beings with their own unique martial arts techniques. Vegeta has always pursued power on his terms, and this dedication will lead to interesting developments for the lifelong fighter while setting the stage for his own rematch against Moro. After all, the Saiyan Prince has always known how to make an entrance.