He never seems to have attempted to write any; I don't know if he's on record about his reasons. He's the first name that 'write decent prose' brought to mind.
Vance is, was, and probably will be until his death a fierce advocate of literary style. That doesn't mean he's in favor of books where nothing happens, but that's really a straw man. I studied writing with one of the most self-consciously literary writers in the American canon and what he was most interested in was "hook the reader, sell the story, keep it moving, the last sentence has to make them want to read the next thing you write."
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