vince is bummed because first off he would lose ari as his agent. they would still be friends, but ari wouldn't be able to do things like run to vegas, or canne, or spend time in the desert on shrooms anymore.
also, he wants to finish what he started, and even though ari in this position would achieve the goal, its pretty much cheating. vince is a proud guy, he pays for his friends, his friends don't pay for him, etc. its one thing to get any part you want, but another to earn it. ari told vince that he doesn't know if he's a great actor, but he does know he's a great movie star. vince wants to be the great actor, and he wants to earn it.