To prevent auto-detection of certain links, the class nolightbox can be used.
In this case, it looks like it’s a dedicated Social links menu so you will need to follow these steps:
1. Go to Appearance > Menus and select the Social menu.
2. Under the Screen Options tab (on the top right of the screen) make sure the option “CSS Classes” is checked.
3. Now open the Vimeo link menu item for editing and enter nolightbox in the field CSS Classes
4. Save the menu
I can create some screenshots if you cannot find the settings described in these steps. Please let me know 🙂