Vanilla is a flavoring that is compatible with many sweet flavors, but it doesn't work with everything. A lot of tart fruit flavors are often enhanced by vanilla, such as fresh pineapple or apple. But into an almond cookie, it would be a wash. The real flavor I'm looking for there is almond, and I don't see the point in adding another flavor. It would compete; and really, you'd have to add so much vanilla to even detect it over the almond.
It reminds me, in a way, of painting. A lot of artists have used underpaintings to bring out a mood in a painting. Titian used to use red to create warmth under the skin of his figures, and it really brought them to life, without us really noticing how. I think of vanilla the same way. It should be there without us really noticing it.