I have found out when I change the difficulty to Peaceful in my world, Vindicators do not despawn/die. This is a bug since Vindicators are hostile mobs.
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Thank you for your report!
However, this issue has been closed as a Duplicate of MCPE-20990.
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I think that is intended. I believe they are the same as shulkers. Not sure though, I just checked the wiki but there wasn't anything that says they won't despawn on peaceful.
It's either that is a bug or the wiki just hasn't been updated.