That is not bad as a joke and certainly applies also to those cases but not to all modern voyage boats that don't use windvane and the reason why they don't use it it has not to do with bad seamanship but with good seamanship: A autopilot is a lot more efficient than a windvane.
There are plenty voyage boats been made in Europe and delivered to sailors that will voyage in them and none is equipped with an windvane neither their manufacturers recommend the use of one.
Paulo, realizing that English is not your first language, I'll cut you some slack here :-) I'm not sure "efficient" is the best choice of words to describe what I understand to be your meaning... Tough to beat the "efficiency" of a system of self-steering which requires no power whatsoever
beyond the wind and movement of the boat thru the water to steer the boat :-)
As always, all boats are different, and vanes can become less suitable on many of the types of boats you are primarily interested in... However, on many boats out there - my own, for instance - I think a vane is a far more effective and reliable method of self-steering for extended passagemaking...
Make no mistake, I would never be without an autopilot, and if I could only have one option, it would be an AP... But for the sort of sailing I do, much of it singlehanded, I'd never want to do an extended passage without a vane... Especially as winds and seas increase, my Sailomat only becomes more powerful and responsive, while my tillerpilot becomes less effective...
As usual, Evans Starzinger and Beth Leonard sum it up best, for me:
21. Do you use your windvane much?
On Silk we used our vane about 90% of the time. On Hawk it has been much less, somewhere in the 33%-50% range. We believe that a vane is one of the most important pieces of gear on a cruising boat under about 45'. It will steer offshore 24x7 reliably, quietly, using no energy and teach you to sail better by forcing you to balance your sails. There is nothing else you can buy that will do all that. For coastal sailing they are much less satisfactory as the wind direction is often less stable and the boat will be in danger of hitting something if it wanders off course.
On boats bigger than about 45' and especially high performance ones, a windvane will be less satisfactory - it will be less reliable because of the higher loads and steer less well. However, it is still essential that these boats have complete self-steering backup - either an entire spare autopilot and spare battery charging system (powerful enough to keep up with the autopilot), or a windvane. Backup to our autopilot is the primary role the vane has played on Hawk, along with saving fuel (less battery charging) on our longer passages.