That's BORING. Omniscience is BORING. Vehk made made a mistake, he's fallible, there's stuff he doesn't know because that's INTERESTING.
Don't be dense. Read Vivec's dialogue again, it is a blatant admission that he is not omniscient.
"I have no idea what happened to the Dwemer. I have no sense of them in the timeless divine world outside of mortal time. And, in fact, if I did believe they existed, I would be in no hurry to make contact with them. They may, with some justice, hold the Dunmer race responsible for their fate. My intuition is that they are gone forever -- and that is perfectly fine with me."--Vivec
The first sentence is "I have no idea what happened to the Dwemer." How is this omniscience? Vivec doesn't know what exactly happened to them or where they went, he just knows that he cannot sense them anywhere, despite having senses that reach everywhere.
Though I will agree that this shouldn't be taken as strict evidence that the Dwemer are nonexistent - afterall, if the Dwemer did succeed at attaining some sort of deity, it's arguable that they could make themselves undetectable. But, that's a rabbit trail, and one with no evidence for or against. This sort of argument is along the same lines the idea that maybe Yagrum did find some Dwemer, and they're the ones who wiped his memory.
Also, in the context of these statements, and given that he knows you've already met Yagrum, there is no need for him to point out to you that there is one left - you already know that, he knows you already know that.
And still, nobody is asking the right questions: How/why was the Numidium meant to be used more than once, was it a mold or a literal vehicle of transcendence (that is, how literal was it meant to be), what was the extent of the Dwemer's immortality before their disappearance, were their souls in the Dwemer's bodies during the Battle of Red Mountain (that is, was it their souls being bound that caused them to disappear, or were their souls already bound prior to disappearance), was it Kagranac striking the Heart that made the Dwemer disappear, or was it Vivec removing their immortality that made their shells of a body turn to dust? These are the questions to ask.