This is a rather easy fix really; Treasure Vaults are notorious for being incredibly unprofitable in comparison to their counterparts, the Graveyard and arenas. I just came back from a run and went into a treasure vault with 3 energy doors, where half of the treasure boxes in the level were behind them.
I didn't pay for it, 9 energy is almost enough to pay for another elevator to a level that WILL get me a profit.

So please just let these live up to a tiny bit closer to their name and make getting a "lucky" Treasure Vault not cost you any energy outside what you needed for the elevator. Or at least make them more profitable in some other fashion; a party shouldn't have to regret getting a level associated with fortune.