Since arteries contain oxygenated blood. wall of an artery receives oxygen and nutrition through diffusion from endothelium in addition from vasovasorum. In contrast a vein contains deoxygenated blood. Major supply of oxygen and other nutrients is through vasovasorum. This is the underlying cause why vasa vasorum is well developed in veins than in arteries.
I would like to point out that another factor thought to have a role in vasa vasorum distribution is the lower osmotic pressure in venous vessels, which, in addition with the difference in oxygen content of blood -as explained above by Dr. Itoo- gives reason of the better development of vasa vasorum in venous vessels.
Vaso vasorum is mainly located in the tunica adventitia and tunica adventitia is well developed in the veins. Maybe this can be a reason also, why vaso vasorums are seen more in the veins