Why did the Vegans never try and use their Vegatron bombs to destroy Grendizer? Because those bombs transformed the planet they intended to colonize in an inhabitable, polluted, barren wasteland, thus wasting all their efforts, and they do not want that happens again.
Why did the Vegans were so interested in conquering Earth? Earth Is the Center of the Universe? No! It is because they needed finding a world where they can settle on, and there are not so many habitable planets in the universe. Grendizer's computer guided Duke to Earth because our atmosphere and enviroment is similar to Fleed's. And the Vegans attempted to conquer Fleed. Therefore, planet Vega atmosphere and enviroment is similar to Earth's.
Vegan people have very different color skins. At first sight it could seem weird and be writen off like a seventies anime quaint cliche, but in reality it is completely logic: They are obviously different races of a same species.