I hunt farms that have hosted decades worth of dove hunts. When I had my Tracker IV, some of the areas of interest were impossible to search because of the shotgun shells. Now, with my new handy dandy vanquish540, the shells don’t even register, which brings up two questions:
1. Why not?
As MuddyMo mentioned, make sure you don't have them discriminated out. I don't have a Vanquish, but on my Equinox, shotshell headstamps ring up anywhere between 10 and 18, depending on the condition, gauge, age, and/or manufacturer. The Equinox and Vanquish are similar enough that the VDI numbers should be similar on your machine. Much like a coin, brass shotshells are solid hits - repeatable in all directions assuming they aren't masked, broken, and/or on edge. The newer shotshells are a completely different story - as MuddyMo said, the new ones use steel, and won't register above the iron range.
2. Could missing brass potentially be a bad thing when relic hunting, and is there a way around it?
Absolutely - missing brass would be a really bad thing when relic hunting, assuming you're interested in finding brass relics
Keep in mind, a large percentage of 19th century and later relics are made of brass/bronze. Most of the buttons I find will ring up similar to a shotshell headstamp, for example - it's pretty much impossible to call whether or not you've got a shotshell or a button under the coil until you dig. The only "way around" missing brass is making sure it's not disc'ed out, and digging the repeatable mid-tones at locations that have the right history.
If your machine is not alerting on brass, and you don't have mid-tones notched out, then something is likely wrong. Easy way to check is to air test some of the previous brass shotshells or buttons that you've dug, or even bury a couple and check that way.