Vray was originally developed as a plugin for 3dsmax, then eventually it found its way to other software and as a standalone engine but it was never really shipped with 3dsmax as a built in render engine that I know of. As far as I know, 3dsmax users always had to purchase the plugin as a plugin render engine.

You are right about Mental Ray, and also later iray were for sure shipped with 3dsmax as optional render engines built into the software at no extra charge. I don't think that is the case anymore, because now 3dsmax (and Maya too) ships with Arnold render engine built in. I think 3dsmax users have to pay extra for iray and mental ray now, just like vray.

When I last tried the 3dsmax trial, it had at least 3 different render engines built into it that you could choose from. I liked that about it. Even blender has two choices now, Eevee or Cycles built in. Eevee is a viewport render engine, but it can also be used as a very good final render option, and Cycles is the path tracing option like iray.