Yeah, I assumed the Deathclaw did not kill Coop because he was an American trooper, no reason to expect that immunity to persist.
And yes, it is difficult to see how the Vault 31-33 stuff can possibly tie into the Vegas stuff this season. (Even a cartoonish plotline where Hank has a deadman's switch to get away from Lucy* wouldn't involve Norm.) So therefore they have to be the linkage to the Vault / Enclave stuff we'll get next season**. The show made those vault sets, they might as well get some use out of them.
*Although all the Simulation stuff we've seen in the trailer makes me think that Lucy won't even confront actual Hank, as Hank will have already moved along to the Enclave (or whatever the Season 3 Big Bad ends up being.)
**No one thinks Thaddeus is a ghoul at this point, right? There's an FEV onramp that doesn't kill all the Vaulties, and Norm can travel with the 31ers to an Enclave / Vault-Tec base to get exposition next season.