Why would it make sense to Vardy? What is the point in leaving a team in 8th, with (if you look at the form guide) probably the best current chance of finishing 7th, for a team that is on current form is likely to end up 8th or 9th.
Leaving a team where he is a legend and very well paid, and swapping that for what quite frankly is highly unlikely to be much of an upgrade on what Leicester can achieve over the course of his contract. It's not like he's going to be signing a 5 year contract and could see perhaps the better long term potential. Christ he turned down a chance to join Arsenal because they couldn't sell themselves to him.
On top of that, people only leave here if they either have a clause or the owners are happy for them to go. Slap in transfer requests all you like, unless we get the a ridiculous bid and it suits us they are going nowhere (Mahrez). He has no clause in his contract, we don't need the money and the bloke is the talisman of the team.
You will not be signing Vardy.