Vault must check if the file is locked or not before asking to check out.
If the file is locked => don't ask, just open-it read only.
If the file is not locked => ask if you want to check out.
Thanks in advance.
Not sure if this is a Vault thing or the application that is used to open the file. I know if a .dwg is opened from Vault Explorer that is not checked out, once Autocad gets control, it will prompt "xyz.dwg is currently in use or is read-only. Would you like to open the file read-only?". Only way to avoid this is to check-out the file in VE before its opened.