While trying out Vayne, I noticed that I was dying. A lot. Far more than my lack of skill would normally merit. It seems like after I tumbled, I stopped attacking. I could have also been clicking elsewhere in the mayhem. Does Vayne's Tumble cause her to lose her target?
I just got out of a custom game to test out Vayne's Tumble and I believe I have tumbled upon something(sorry for the bad pun :P). Originally as I tested Tumble, I kept my target even though I had used tumble.
However I notice this functionality changed while I used Tumble during Final Hour. It seems that when you use Tumble while Final Hour is active, the stealth portion of Tumble will actually make Vayne stop all action. This would make sense since if you would just immediately auto attack the stealth would be gone instantly. I believe this is a built in intentional functionality of Tumble's stealth mechanism.
It is also possible that you are not used to how Tumble works. You do not need to click on the map for Tumble to work. You will tumble towards your mouse. When I first started playing Vayne I had a bad habit of clicking where I wanted to land. This will indeed break focus from your target.
There is a targeting bug with a lot of the champions abilities that, when used, will make them lose their current target. If other things are around then you will start to auto-attack them or chase them depending on your character or the like. This is not just an issue with Vayne, and Riot has tried to improve this but even I have seen this happen at times still.
The one I have not seen happen too often is if you had a move location and then ability past it you would run back to it. I play Irelia fairly often and she hops around all the time, I have not seen her run back unless I wanted to :)