https://xboxdvr.com/gamer/mankitten/video/62922492

At about the 22 second mark, right before I judiciously explode his milky guts, I think that vex was waving at me, as if to say ".....hey buddy." Alas, my trigger finger is too quick and I sploded him. We could have been friends! Who knows. Maybe he was ready to turn sides and tell me all the vex secrets! Oh, what could have been.

I would say that's def what's happening. The noise they make almost sounds like "Hello", so maybe they did it as a fun little easter egg?