So let me get this right. If you share an IGP domain and your loopbacks for each individual PE are advertised into the IGP then you do not require the PIM RPF Vector feature?
You are correct.
You use PIM Vector if your P's doesn't know the loopback of the remote AS. In this case the PE will add the BGP next-hop address in the PIM Join which tells the P router to use this address and not the real Source address to determine its upstream interface. The RD is also added as the MDT table index on the ASBR is RD based (used with Option B).