It implies stronger negative feelings than just being mildly annoying or inconvenient. His vexatious attitude during meetings drained the team's morale.
Pro Tip 2/3
Repeated Actions
Usually describes repeated actions or persistent behaviors that are bothersome. The neighbor's vexatious loud music at night made it hard to sleep.
Pro Tip 3/3
Subjective Response
What's vexatious can vary from person to person depending on tolerance levels. For her, the constant tapping was vexatious, but others hardly noticed.