Well nobody thought to use Vegnagun because I doubt that Yevon even knew about it. Besides, if they did use Vegagun, there would be no FFX or X-2. There's really no point asking "why didn't they do this instead of that?" because the logical solution isn't what the writers wanted to happen and it wouldn't make for an interesting story. There are tons of things that people could have been done differently in FFX and other FF games, but its the character's struggles that make the game more interesting. It's that simple.