All right! Vogue is a type of guy, that's for sure. Would love to see/hear some more lore, glad that you are happy to talk about him! (and the immortality ask got me 👀)
I took so long to answer this ask, I have no excuse. Better late than never?
The reason Vogue says he doesn't feel like a whole person has a lot to do with how they came to be (they weren't a stable fusion at first) and Ingo's amnesia.
In the fusion, Ingo softens Volo's hard edges and Volo gives Ingo a stronger drive. They're still a mess most of the time, and their negatives build up as well (not just the positives) but they make it work. There's a reason why their fusion has worked for that long, after all.
Ingo and Volo are two very different people, but with time and change, they can strive to be better and something more... healthy.
Cynthia is aware her uncle Vogue is a fusion even if she doesn't understand what that means at first. Then again, she has never seen them as any other than Vogue, so she doesn't dwell on who are part of her weird uncle. They're just like that.
The version of Vogue that Cynthia knows has already gone through a lot, almost always stable.