I had the exact same problem a couple weeks ago. I'd make all my moves, but by the time I got to the screen to set vacation to on, one or two of my opponents would have already made another move making it impossible to turn on vacation. It kind of feels like it's set this way to try and get users to buy a membership for the "auto-timeout-protection".
Thankfully, I play 14 day games so it worked out OK.
Apologies to all the people I'm playing games against right now. I'm leaving for a backpacking trip and chess.com won't let me set vacation mode since it's my move on a few games. I don't have time to make those moves, so I'm going to time out. Hopefully some of you folks will be up for rematches.
--Plaid
P.S. Hey, Chess.com, please change your asinine vacation policy.
P.P.S. Maybe I'll post pictures when I'm back.