Ashes can stay live for days! If you will not invest in the proper vac at least store yours outside after so that if it does catch fire it will not burn your house down. This is not bs, it's fact.About 30 years ago I considered getting an ash vacuum (for about a minute) and that was the extent of that. I use a Shop Vac 15 gallon with a yellow drywall bag inside to vacuum out the stove and in 30 years or so, I've never encountered a hot one or a smoking vacuum or a smoldering bag.... nadda, zip.
For an open hearh I could maybe see onbe but for a pellet/corn stove, no. Once any stove goes through it's shutdown sequence, it's essentially out and if it isn't quite out, a quick spritz with a spray bottle filled with water will extinguish any errant embers.
I can't see the expense myself.