In Oz and the middle East, we can only vector inside controlled airspace as we can (usually) guarantee that there is no one else there. Not so in uncontrolled airspace.
I'm not sure about anyone else, but vectoring VFR aircraft is fraught...we can't see the clouds, terrain etc.
I agree with one of the earlier posts...you don't vector for controller amusement, sometimes for punative measures (heh heh heh ) it is an extremely labour intensive excercise.
Cheers
------------------
turn the plane! turn the plane!