Yes, I have also asked for this before...but it was denied for some reason. (If you have the time, go through this thread and you will see it)

A vault would protect us from accidentally losing all our balance, when something goes wrong with the "Auto bet" feature and also separating our profits from the "gambling" option, when you want to retain some balance for the "Earn interest" option.

It will also add some protection from that impulse gambling moments that we get, when you chasing losses. (I think this is why it is not done, because Freebitco.in would benefit from these moments.. just joking)