If there's any CSS on the page that applies to Vex elements, for example if there are rules for div elements, it can interfere with Vex. For example try running this page:

https://pastebin.com/paVyH852

with the appropriate vex files in the same directory. Because there's a width 300px rule applied to div elements, the vex overlay is only that wide, instead of covering the whole page.

It seems like there should be CSS reset rules in the vex classes to account for this.