There could be a debate on the word 'greatness' here. Greatness, to my mind, comjures up not the definitions 'intelligent' or 'percieving', but of greatness based on mighty deeds. The Vanyar didn't perform any deeds as big as the Noldor.
However, it could just mean that they were more in touch with the Valar -- they certainly were -- and therefore, as the valar were great, so were they.
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