Warning: contains spoilers for Dragon Ball Super chapter 73!
While Vegeta always wanted to become the strongest warrior in existence, he's worked towards that goal particularly obsessively ever since Goku surpassed him by being the first to transform into a Super Saiyan - but now, as he achieves the seemingly insurmountable feat of outdoing his longtime rival in Dragon Ball Super, he hates how he did it.
Vegeta has always articulated his distaste for abilities that aren't derived from brute strength, and expresses this opinion numerous times when he and Goku first face Moro the Planet-Eater during the Galactic Patrol Prisoner Saga. Undoubtedly his most emphatic outburst transpires after they are forced to retreat: "Stupid magic spells... stupid god power.... We Saiyans pride ourselves on physical might, and nothing more. A warrior race has no need for fancy parlor tricks!!" And yet, Vegeta feels he has no other option but to travel to the same planet where Goku mastered Instant Transmission, Yardrat, to learn his own fancy parlor trick.
There, the Yardrats teach Vegeta Forced Spirit Fission, which allows him to return energy back to its original source after having been redirected somewhere else. The technique proves quite useful during battle, and helps Goku amass all of the energy he needs to defeat Moro the Planet-Eater. Amazingly, Goku had tried and failed to master Forced Spirit Fission even though he had exponentially more time to train. But Vegeta's victory is bittersweet. The first technique Vegeta learns that Goku couldn't is the very type of move that the Saiyan Prince thought beneath their warrior race. As Vegeta said while on his way to learn said parlor trick, "It's not a strategy I relish."
Ironically, Vegeta may have very well just surpassed Goku again in a similarly distasteful way by learning Beerus the God of Destruction's signature move. Even though Vegeta has yet to use it in battle as of chapter 73, the manner in which he mastered the godlike technique is one of the reasons he never bothered to learn Ultra Instinct. During the Tournament of Power, Vegeta tells Jiren that he doesn't want to be taught anything, as he prefers, "The fires of solo training." And yet, Beerus teaches him Destruction.
In the end, Vegeta must come to the inevitable conclusion that the only way he can truly surpass Goku is by putting aside his preconceived notions as to what absolute strength and being a truly great warrior actually mean. Goku is unhindered by pride and only cares about becoming stronger, while Vegeta has been shackling himself to arbitrary principals that weigh him down considerably. One of Vegeta's major objections to learning Ultra Instinct was that he refuses to be in Goku's shadow, but the Saiyan Prince already followed his rival in becoming a Super Saiyan. Vegeta is clearly capable of feats that Goku isn't, but if he dismisses every path he's not the first to take and anything that isn't an expression of brute force, he'll fail not because he's incapable, but because he's obsessed with rules no-one else expects him to observe. Vegeta has already surpassed Goku in several areas, but he'll never truly recognize that fact unless he can take a less self-conscious approach to the techniques that work for him - hopefully, Dragon Ball Super will see him make that final leap.