Not all Vaults did this, Vault 101 was sort of an example of this, it's experiment failed though, as it's mission was to never open. Also, a select number of Vaults functioned per commercial claims.
That wasn't its actual purpose. I got this straight from it's wiki page: "All of the other Vaults were intended to be opened at one point or another when the “all clear” signal was sent from Vault-Tec or the appropriate regulatory agency, and this indeed, did transpire, with almost universally horrific results. But Vault 101’s secret plans were different: The doors were never scheduled to open. Ever. In fact, the Vault was supplied with just the type of equipment it would need to keep functioning indefinitely—like spare parts for the water processor. But this was just the beginning:
The true experiment was even more devious and cunning. Although Vault 101 was about testing the human condition when a Vault never opened, this was only the first part of the plan. The “actual” experiment went far beyond that, and a select few knew the true nature; that this was to test the role of the Overseer. While the Overseer was able to interact (and even visit) the outside world via radio transmissions, and a secret tunnel from his sealed office, the rest of the inhabitants faced a much more dismal future: As far as they knew, Vault 101 was never sent an “all clear” signal, and faked radio transmissions described a nuclear-ravaged world gone mad, with absolutely no hope of existence outside of a Vault. The radio transmissions were actually recorded before the bombs even fell, and in many cases described a world even more horrible than the reality of the nuclear wasteland. The Vault 101 Overseer, like his counterparts in the other Vaults, was actually a planted Vault-Tec operative whose job it was to control the experiment from the inside."