Generally speaking, bulk essential nutrients (e.g. amino acids, fatty acids) are used stoichiometrically to form macro cellular structures and are 'baked in' to the structures or compounds they are used to make. Once those structures are destined for degradation, sometimes the bulk essential nutrients can be recovered and reused in the synthesis of other structures or compounds, but catabolic elimination from the organism is always an option that yields useful energy.
Vitamins, on the other hand, are usually used catalytically. Vitamins are not 'baked into' the compounds they help make or process; vitamins transiently participate in the reactions required to make or regulate a compound or structure, but don't ultimately get 'used up' by that process.
Ultimately, vitamins don't have a bulk energetic value to a cell. For instance, once vitamin E (α-tocopherol) is oxidized, its only fate is to be excreted as waste. Fatty acids and amino acids, once destined for degradation, have their remaining chemical energy extracted prior to excretion of their downstream waste products.
It is philosophically interesting to remark on the diversity of bulk biomolecular building blocks that are still necessary for some organisms to obtain from their environment. Not all of them get called vitamins.