When you draw with a vector tool, a new vector layer is created, nested under the current layer. Then the Edit Vector tool is selected automatically so you can modify the new vector.
If you want to draw another new vector of the same type, you can switch back to the same tool by pressing V, Escape, or Enter (except in the Text tool, which uses V and Enter to edit the text). You can also move back to the parent bitmap layer by pressing F3 (the shortcut to Layer > Previous).
Vector tools include: