After defused from Goku, in the Buu arc, Vegeta remembers how they badly beated Buu. If Vegeta has memories of the times being fused with Goku, why doesnt he learn his techniques such as the teletransportation, Genki Dama and Kaioken?
It is not necessarily that he doesn't learn his techniques it is more about whether he wants to use them. The fusion easily beats Buu and therefore the use of anything extra like kaioken would simply be a waste. If the techniques were required then the fusion may be able to use them. In DBS we see that the Vegito fusion does a Final Kamehameha which is a combination of both the Final Flash and Kamehameha (Final Flash is exclusive to Vegeta ; Kamehameh is exclusive to Goku). During the fusion Vegeta may learn the techniques of Goku but may not want to use them. Another reason why these techniques may not have been used may have been due to Vegeta's stubborness. It is not known if there is a dominant personality in the fusion but Vegeta's personality may have played a role in this.