What do you do with vamps after you have pwned air units? You keep them out of harms way.
If you have no more air targets, you have air superiority. Time to build bombers.
Then you can send them in together with your bombers on raids to escort against enemy air and decoy enemy AA.
This is the same.
EDIT:
When you have two air players facing off, vamps are key. They are not countermeasures. You use them to kill enemy vamps, bombers and anything else you can hit.