It immediately becomes a vexel once you put brush strokes in it or anything else besides vector shapes, which in this case doesnt apply. This was done in PS which is a raster program yes, but everything you see in this image is formed by vector shapes, absolutely nothing flattened/rasterized. PS is a raster program, and even if it`s vexel shapes, if you zoom, at one point you will have pixel. What a waste of time ! If Using so many layers and Photoshop to draw vectors is just the wrong way. Reasons not to use bitmap editing tools (PS, The GIMP...) to draw vector images :
* You have to deal with thousands of layers
* Shapes have to be flattened, so can't be edited
* The whole drawing process is a nightmare, but is great way to test you patience.
* Bitmaps can't be zoomed in when a vector image don't have a size.
* Good vector-based softwares like Inkscape have everything an artist need, even great blending effects, but you first have to learn how to use them.
I think you should give Illustrator an other chance, or try an other software. You probably spent too much time using PS and now you stick with it for the wrong reasons because switching to an other tool seems too painless. switch ! Trust me, you won't regret it !