You can read the design principles of native vector tile support from https://github.com/qgis/QGIS-Enhancement-Proposals/issues/162
Vector tiles are placed on a special vector tile layer and geometries do not behave like true vectors. I guess that's why you can't snap to vector tile features.
A big problem with representation of vector tiles as vector layers is
that they are not "proper" vector layers. Vector tiles are data that
have been modified for efficient visualization, making compromises
Geometries have been split, clipped, simplified, features may have
been filtered out altogether at some zoom levels. Having a polygon in
one vector tile, we do not know if that is the complete representation
of the feature or if the feature continues in some adjacent (or
distant!) tiles. We cannot find a feature by its ID - we would need to
browse through all tiles. We do not know how many features there are
or cannot show attribute table of the whole sub-layer without fetching
all tiles. All of these limitations of vector tiles come from the idea
to make their rendering as fast as possible. We should not try to use
them for other than display purposes. It is better to think of the
data encoded in vector tiles as raw data for map renderer, not "true"
vector data for analysis or other common GIS uses.