Rooms created with vault embrasures are not "contained" within the walls and still need normal walls (and doors) to close off the area. Otherwise, the game will not detect the area as closed off, causing things like room impressiveness to not count.

In simple terms, I created a deathrest chamber fully out of vault doors and walls, with embrasures in a mountain base. The game does not "close off" the area, which causes it to think all of the corridors in my base are part of the room, and my death resting pawn gets a penalty for having an awful death rest chamber. This was "fixed" by adding doors in the corridor nearby, which closes the room off with regular doors and walls.

You can easily check this by creating a simple tiny room with 1 vault embrasure with a table in it. Select the table, does it mention anything about room type or impressiveness at the bottom? It does with normal walls, not with these.

I hope this is clear? I'm not sure how to add screenshots to a discussion like this.