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?
In the Dragon Ball Z anime, fusion of two characters do NOT result in either characters learning each other's moves and abilities. Example: When Gotenks ran out of time, neither Gotenks or Trunks knew each other's moves.
Hope this answers your question.