I don't get the full feature set in Google Vault that I get in Retain and I want to switch products. Can I get my data from Google Vault into Retain?
Yes. From Google Vault, export your data to Mbox format; then, use a third party tool (i.e., http://mboxtopst.pagerankbar.com) to convert from Mbox to PST.
Your last step is to use the PST Importer tool that ships with Retain to import the PST files into Retain. If you want each user's mail in their own mailbox within Retain, you should export to Mbox mailbox by mailbox so that, ultimately, you get one PST file per mailbox.