If you render the video out to a lossy format in any video editing app, you are recompressing the video. Any format you use for delivery is going to be lossy. However, while editing, the video is not recompressed unless you tell Vegas to make proxies, and in that case they are only seen if the preview window quality setting is set to draft or preview, and upon rendering they are swapped with the original media again, so you do not lose quality on the final render.

The only way to have the video remain completely uncompressed is to render to an uncompressed or lossless format, and if you do, expect big files. very big if 4k.