The Vorlons always wanted to appear to be more protective of their tech than they really were. Similarly, they claimed 'We take no interest in the affairs of others,' which was a lie. They had visited alien homeworlds for a very long time, manipulated aliens' DNA and histories, and their project to seed younger races with the telepath gene was going on for, what, thousands of years? Millions? A couple of Vorlons stuck around Earth to monitor the progress of human telepaths (Psi Corps trilogy), but largely left them to their own devices. But that's a lot of meddling. Clearly, they were very interested in making sure the younger races developed the way they wanted them to.
In 'The Nautilus Coil,' during the Telepath War, Kevin Vacit, former director of Psi Corps, is shown living on a Vorlon colony world. The organic tech systems there are regenerating, adapting to serve his needs, and prolong his life. As if it were waiting for him the whole time. It recognizes him as close enough to being a Vorlon that its defenses don't kill him, and it responds to his commands. He seems to have the keys to the kingdom, an unspoken invitation to explore Vorlon space and do whatever he wants.
We were never told who built the Great Machine, though people here and there claim it was built by the Vorlons, or some younger race who worked for them (where does this come from, the Mongoose gaming books? Does anyone know?). Or the unnamed race from 'A Voice in the Wilderness,' but I do not think so. If it was built by Vorlons, and Ivanova (a low level telepath) was able to do things while controlling the Great Machine that Draal said 'A normal mind should not have been able to do,' then it would seem the Machine is waiting to be accessed by telepaths, so they can make it do whatever it was built for. I did say 'if.' If not, then I guess it was built to steal Babylon 4, then inspire yawns across known space for all eternity.
They left a lot of stuff behind, but mainly the telepaths themselves. The Vorlons seem to have had a plan in mind for them, far beyond their use in the Shadow Wars. Lyta was most likely left behind for a reason, a purpose, a destiny. And they gave Vorlon tech to the Rangers to use in their warships, which the Rangers got to keep forever and develop further. They weren't concerned with their tech falling into the hands of younger races, they were counting on it. Same as the Shadows, which is why they left their gear lying all over the galaxy. They left some on Mars because they wanted humans to find it on the first planet they visited. Both races left known space, but continue to shape the future.
Raw Shark
"And that, my friend, is how you win an Opium War."
C. Montgomery Burns