They did, linear algebra and vector calculus are a thing, but complex numbers have certain properties that you don’t get with vectors and that are quite useful and worth studying.
One definition of the complex numbers is the set of tuples (x, y) in R^(2) with the operations of addition: (a,b) + (c,d) = (a+c, b+d) and multiplication: (a,b) * (c,d) = (ac - bd, ad + bc). Then defining i := (0,1) and identifying (x, 0) with the real number x, we can write (a,b) = a + bi.