Vault 21 is not Benny's casino, that would be The Tops. Vault 21 is a vault-gone-hotel in the last stretch of The Strip, next to the NCR embassy and Michael Angelo's workshop. You sure you are looking in the right place? Sarah's (who you will meet in the first room when entering the building above the vault) room is only skill-locked.
Coming from the direction of Freeside i've only been in the first two areas of the Strip thinking those were the only areas of the Strip without bothering to go through the next gate. I assumed the Tops was built atop of Vault21 that would explain the metal corridor behind Benny's room. I thought the key-locked room at the far end of the hallway on the right as you exit the elevator was Sarah's room. Since Vault 21 is a different building altogether that would explain a few things.