Why not? When I say there was a Japanese spying effort in the US, you have to realize that the people who were spying were very obviously not ethnic Japanese because the US government had moved all ethnic Japanese people to internment camps.
People spy for four reasons. Money, Ideology, Conscience, Ego. We have every reason to believe those could be just as valid for a Vasudan, and there is assumed to be pre-war and even during-war contact. They like money, they like the way Terrans think, they think trying to dominate other sentient races is wrong so they tip those races off about attempts to dominate them or whatever, or they enjoy the power of a spy and the high-risk lifestyle.