That is a very valid point, imp. When what you want is to surprise the players, you can still use vignettes, though, you just alter what the surprise is about. Instead of being about who the villain is, it's about what the real plan is, or what his motivations are, or some other aspect.
I most often use them to show what's happening with NPCs the players are interested in when the PCs are in no position to interact with said NPC. I've also used them to introduce an NPC that I wanted the players to already know something about so they could have their character react more appropriately than if the NPC was just some unknown.
For an example of the first, the party was killed (on purpose, but against their will) so they could go on a mission in the underworld. The NPC with them wasn't killed for assorted reasons (none of which were backstabbing), and the PCs have a vested interest in the NPC, so I gave the players little vignettes as they went along to show what she was up to, each of which showed something bad happening in a reverse timeline, leaving her at a cliffhanger of rather dire proportions. The players were left wondering how she managed to extricate herself from each one, and when they were all reunited, I was able to skip over a pedantic retelling of the details in favor of a broad strokes + resolution explanation more befitting the NPC's style.
As an example of the second, I had a pair of NPCs (a couple of street kids) that I wanted to introduce as 'villains' who would later become allies. They were part of a street gang that had reasons to break into the room of a party member and try to kill him. I told the story of the break-in and aftermath from their POV at the same time I was also narrating the action for the PCs to participate in. Later, the players knew to have their PCs be more receptive to the kids than they might otherwise have been, and they got information and assistance for a quest. They could have gotten the information for the quest without the kids, but it was much easier with.