You need to know the tools. This is applicable to any job, profession, or craft.
You can not generalize the process, but I will give you an example.
Allow me to use a comparison, a watercolor painting of a street.
You have a blank canvas, and probably you start drawing some thin lines with a pencil, dividing the space, studying the perspective, the composition. On a computer you have the additional advantage to move the lines, scaling them, to rotate them.
This could be the usage of a vector-based program, giving the overall structure of the project.
Then you leave the pencil alone and take the brush, giving layers of color. This is what Ps does, it is probably in this case, used to paint, not draw.
The important words are draw and paint.
Some other person can use a 3D program, probably to have overall shapes, solids, not drawings, and then use Krita to paint over it.
Or some other person can take a raster image, a photo, and put it as a reference to make a cartoonish drawing on Illustrator.
Or take one painting and adding texts on Corel Draw, or taking Filter-Forge or a similar program or plug in to add texture, or put 2D paintings on a 3D program again...
The point is, there are many tools that do different things, some others do similar things, you need to know what each does and use them to your advantage.
Let me explain a bit more about the difference between a vector-based program and a raster one.
A vector-based one gives you a formula, a set of instructions on how to draw a shape.
"Draw a circle of 7 cm on the top corner. Put a Red fill and some orange on the lines"
You can start modifying these shapes to some degree. "Scale them on the X-axis".
But at some point, the instructions are too many and you can not use a vector anymore.
Each brush to give shadow would be a new set of instructions, gradients would need to be defined, where a raster program are simply "mixed".