I have both electric and charcoal smokers. I have found that the smoke/heat source has a lot to do with the amount of residue that is potentially deposited. I run electric with pellets in a pellet tray. There is much less smoke than compared to charcoal. I have seen no evidence of depositing smoke residue from burning pellets in a tray. However, 10 years of charcoal and wood chunk use in my
WSM has left visible residue on the fan blades in my outdoor covered porch area. I have a 10 x 30' covered porch with a ceiling that is about 10' at the eaves and then slopes upward to about 14' at the house wall (it's a shed roof basically). The underside of the roof is painted plywood and not exposed rafters. I have 2 outdoor Hunter fans which have plastic like blades. Years of smoke collecting under that slope with the fans whipping through the smoke have left a slight residue on the leading edges. Every so often I have to drag out the big ladder and hit them with simple green to cut the smoke residue off. In retrospect, I love the porch and the way the ceiling is designed, but if I did it over, there would be some sort of vent at the interior peak to vent smoke up and out. A vent would also work with the stack effect for summer heat pulling it up and and out probably make the whole porch a little cooler in the July heat in the South. All this being said, there is nothing like a covered porch with a high ceiling for a smoking deck! Weather is no longer a consideration and I have smoked in the snow, ice, and torrential rains.
My point to all of the above ramblings is electric & pellets is not going to product as much smoke to leave a residue, but charcoal and wood chunks as you have smoke from both the heat source (the charcoal) and the flavor wood source (the chunks). I would think the Smoke Vault will fall closer to the pellet end of my spectrum as the primary heat source is gas, but it will probably product a little more smoke than pellets.
I don't know what sort of siding you have, but if it's vinyl or stucco, I would either move the smoker away from the wall in use or add supplemental protection. Vinyl is not going to stand up to heat well (think grease fire, it happens to pretty much everyone at some point), and stucco will be more prone to having residue cling to it. You might consider a panel of sheet metal on 1 or 2" standoff's to protect the wall directly behind and slight above the smoker. You could also paint that panel to match the house color (which would also make the panel last longer in the weather). Might be overkill, but evaluate your smoking area and it might be an option.