Do you think Nexon made a mistake with vindictus?

This assumes heavily that the advanced tab holds that option. Just because the game uses HL2 files, does not mean the full interface and framework will resemble that of games made by the company behind the engine.
Valve leaves the option in to access the console for the very fact that their games are almost always loved for being mod-able. Take that option out, and BAM, they could easily lose players.

All except for TF2 mods, they banned alot of servers for having modded weapons.

Also, it still leaves the possibility that someone might tinker with the basefiles from outside the game in order to launch it with the Console appearing as it opens.