I’ve never had issues with simbrief SIDS & STARs but then I keep my Airacs updated and subscribe to Navigraph, maybe that helps?
The vectors are WRONG. They are the vectors for the leg wp-wp that you were flying when your last requested an IFR clearance.
They are not vectors from your CURRENT position, to the next waypoint !!
Why is it that after 3 years, nobody has brought this up , or is it a recent regression, maybe since the new WT Flight Plan/planning systems ?
Well, it sort of helps. The last time I checked, neither Navigraph or SimBrief flight plans contain SID and STAR waypoint altitude and speed restrictions used by ATC.
For approaches (ILS, RNAV, etc.) MSFS uses the correct altitudes as shown on approach plates. Since these waypoints aren’t in the flight plan, only in the approach itself, I assume MSFS is getting the approach waypoint information from the AIRAC. Navigraph does include the approach in their flight plans so ATC does work correctly on the approach. SimBrief doesn’t have approach info in their flight plans, only optional arrival runway. They assume ATC will issue approach info/approval while flying the STAR.
If you select approach and STAR on the World Map, ATC will follow you through up to the final approach fix when it will hand you over to the airport tower. But you NEED to enter the same route into the plane’s computer and fly it without any deviations from the plan. Also make sure cruise altitude is the same and remember that in MSFS transition altitude is the same all over the world FL180. Don’t change to local QNH altimeter if you are below FL180, even over Europe. I know it’s not realistic, but many things are not in this game.
The problem seems to be that the Flight Plan created on the World Map,
either with or without a SID but with an ILS , will give a Discontinuity
on the CJ4 FMC LEG page.
You have to get rid of the Discontinuity, but any way you do that,
results in a deviation to the ATC.
So, the ATC, now, cannot follow and guide you.
Solution: earlier from @Ariana2022UK
WM FP = KJFK PATRN AGNSS …
CJ4 at runway
FMC LEGS = (VECT) 00000 discontinuity PATRN AGNSS
Press DIR to PATRN then takeoff.
This will keep the CJ4 on the same flight plan that the ATC expects.
ATC will follow and guide you to touchdown.
Edit:
I should have said that you must do this before takeoff
for ATC to follow.
After takeoff, it appears to be a deviation for ATC.
It’s done that as long as I can remember (eg, since 2020)
Thanks for the feedback…
but begs the obvious question… WHY has not not been fixed in almost 3 years ???
Maybe, because its has got so little attention, and so few Pilots have brought it up as an issue … but it makes “Vectors to Finals” a pathetic joke !!
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Why has the entire broken system not been overhauled top to bottom multiple times in three years? Well, we won’t solve this mystery ourselves. 
It’s been around forever, but the bug report with the “most” visibility is from May of this year. However, it is officially tagged as “bug logged”
In the “Build version you first saw this…” field, the O.P. says “Since the beginning” 
While it may be “possible” to ask, the Vectors are typically INCORRECT, with incorrect heading to the next waypoint, and the next waypoint identified incorrectly.
This feature could never have been tested, as it is so clearly incorrect, and any evaluation of the code associated with this should obviously show that the waypoint & heading information is never being updated, since the original ATC clearance was give,-- unless first a new clearance is requested, a process that does update the next waypoint & heading !! (So update code is there, just not being called when it should be )
Maybe its about time MS realized that Asobo are not up to creating a realistic ATC system, because of lack of knowledge, and lack of experienced resources, and do what they did with Garmin Systems (ie WT ) , and allow a 1st party developer with those proven skills, to take over the development of the MSFS ATC system.
I see little indication that if thing continue in the current direction,m the ATC in MSFS 2024 will be little different to what it is now in 2020.
OR, maybe MSFS is being RW Realistic, and also suffering from a lack of experienced ATC … and hiring potential controllers straight out of school, and training them ON THE JOB !! Wonder how that will work out in 2024 / 2025 !!
"So, Captain Bones, you think we might get ATC vectors on this flight ? "
I don’t use the worldmap anymore. I only select the departing airport and hit fly.
When in the Aircraft I open the navigraph ingame panel and import my simbrief plan. After that I use the ATC export function of the ingame panel. Works like a charm.