One instance where you can get vectors under VFR is in Class B
airspace. Then consider the instance where you are headed into an
underlying Class D airport. Does the Class B guy have a responsibility
to get you set up to enter the D properly?

Like I said, I don't know all the rules and can't possible know them
all, but they should make sense. Doesn't make sense to me to get flight
following and then have the flight following guy NOT tell you about, or
get you set up for, entering airspace that requires communication,
clearance etc. At the very least he should cancel your flight following
well before you enter, if he doesn't want to coordinate the entry.