Vanille is not one of my favoirte characters, not because of how SE presented her, but because she's the only person who actually knows what's going on and she doesn't tell anyone even when the opportunity presents itself. If she had told Fang what had happened right after they had gotten out of crystal stasis...
That would have interfered with her great and grand plan of running away so she could return to Gran Pulse and become a Cie'th in peace
(SPOILERS)
Seriously though if she had spoken up then Fang would have known what their Focus was again and she would have wanted/coaxed/coerced/encouraged/forced Vanille to do it and/or would have been more than willing to repeat the past all over and become Ragnarok again with or without Vanille if that's what it took to save her/prevent Vanille becoming Cie'th. Fang didn't give a rat's ass about Cocoon nor the people in it to start with, she just wanted to ensure Vanille would be alright and to hell with the rest of world
(damn the girl even "betrayed"/turned on you/your own team not only once, not twice but three times all out of love/concern for Vanille
)
On the other hand if later on Vanille had told Lightning and the others about it when she first met up with them they would have probably immediately tried to kill her or even worse to hand her over to the Sanctum (imagine the glee of Barthandelus to have everything fall right into his hands, especially if the team took Vanille to Eden to hand her over and they all ended up in Edenhall/Orphan's Cradle right at the very beginning before FFXIII/their journey had even got started <_<) Sure getting herself killed though would have been another way of fulfilling her objective of not becoming Ragnarok/destroying Cocoon, ensuring the safety of the people and that her focus wasn't carried out forever but when put in the actual firing ling/under pressure like that she might still have become really afraid and/or upset and then winded up becoming Ragnarok anyway
Vanille didn't know these people in the beginning and they didn't know her. She had no reason to trust them with the truth. Their behavior back then probably only just reinforced her opinion what with the extreme anger/fear/venom/loathing some of them exhibited like going on about how Pulse was hell, all L'Cie were monsters, all L'Cie should die, there is no hope for L'Cie
Sazh was even willing to kill Serah, a Cocoon citizen never mind the Pulse ones and Lightning was also deeply freaked out, acting/reacting on emotions. If this was the reaction of others to fellow Cocoonians or to people they knew/loved I don't think Vanille stood a chance.
(yeah don't remember if it's also told in game but in the novella it's revealed the reason Vanille is on the train in the beginning of the game is because she wants to return to Pulse and live out the rest of her life in peace, until she becomes Cie'th - so she'll no longer be a threat to others with her focus)