There are just two episodes of Skeleton Crew left, and I'm at a loss to figure out why Vane is a part of the series.
The pirate Vane was introduced in The Mandalorian Season 3 as a member of Gorian Shard's pirate gang. He and his group attempted to cause trouble on Nevarro and faced off with High Magistrate Greef Karga and Din Djarin. Vane and his squadron tried and failed to finish off Din Djarin, and as a result, Vane abandoned Gorian Shard's gang.
In Skeleton Crew, Vane has featured in three episodes so far. However, none of his appearances have had any impact. We know he worked for Captain Silvo (aka Jod Na Nawood or Crimson Jack), and later on, he joined Brutus and mutinied against his captain. His appearances have been disappointing, and he's mostly stood around and said a few lines here and there. Even though The Mandalorian Season 3 had its issues, the episode that focused on Gorian Shard was a fun one, and Vane seemed like a very intimidating character in it.
So far, the writing has failed to justify his presence in Skeleton Crew, which is a shame as the character and his performance have a lot of potential. Apart from being a pirate during the same era, there's nothing for him to do. There are still two episodes left to turn things around, and he may become a game-changer in the story's final stretch. If Vane is there to connect Skeleton Crew to The Mandalorian, his role hasn't made much of an impact yet. People may remember him from Season 3, but he had much more to do there than here.
A better reason for Vane to be in Skeleton Crew, apart from being connected to Jod Na Nawood, is if he directly connects characters in the series to The Mandalorian. If Din Djarin or Carson Teva get news of Vane's partnership with Brutus after they find a potential treasure on At Attin, this would be a cool way to connect the two shows. It would also appeal to a larger audience if Vane helps tie Skeleton Crew to The Mandalorian by bringing more important Mando characters into the series.
Unless Vane does something that makes a difference to both shows, it's hard to see why he's in Skeleton Crew. The remaining two episodes, which should feature high-octane action, plot twists, possible cameos, and a return to At Attin, are the last chance for Vane to do something memorable.
Skeleton Crew is streaming on Disney+.