Vecna was created by Brian Blume, not Gygax, and was not part of the original Greyhawk lore. His original entry was in the 1E DMG that didn't have any setting reference. Reading the histories in the Greyhawk boxed set, there's not a reasonable time period he could have existed after the Twin Cataclysm that fits his lore. They added him in after the fact, with his first Greyhawk mention happening after Gygax was ousted.
So ...I don't agree with that. The first entry is not the 1e DMG, it's Eldritch Wizardry (OD&D Supplement III). Technically, the very first entry for Vecna is under the Sword of Kas in that book. This sword, along with the famous hand and eye in the supplement, were later lifted wholesale and placed in the 1e DMG.
These entries were made by Brian Blume, but the choice to place them into the 1e DMG was (of course) done by Gygax. The default (and
only) campaign setting for D&D products at that time was Greyhawk- until the release of the Grey Box FRCS, there was no other campaign setting (Kara Tur was originally designed to be Greyhawk).
In effect, you can take one of two views- either the naming of specific individuals when the only setting was Greyhawk means that they are part of Greyhawk, or not. Personally, I fell into the first camp. Named personages, whether they are directly traceable to the specific campaign of Gygax (Robilar, Mordenkainen) or not (Tasha, Vecna) are part of Greyhawk.
And yes, there is a time for Vecna, just like Lum.
Finally, Vecna ... is an anagram. Game. Set. Greyhawk.
Now, if you want to get into the more contentious issue of elevating Vecna to deity status, and all the things they've done with Vecna since the 1e DMG, etc., I have no dog in that fight (other than saying that sometimes, mysteries are best left as mysteries). But I will jealousy and zealously defend the people of Greyhawk, living, dead, and undead, from the foul clutches of the omnivorous abomination of Ed Greenwood!