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Vitality is linked to Defense and Status change duration. Zack will shrug off most status changes (of course Death and Stop not included) in a few seconds when he has 255 Vit.
As far as I know, having high Vit and having a Heavenly DMW aren't related, cuz I've had a 255 Vit for awhile now, and I see my DMW at low most of the time. You might've hit Shi-zune a few times, because it's what her DMW does.