Once you have the required coin you should consider building and upgrading a vault.
If things go south and defeat is inevitable, having a vault will enhance your chances when you try again from the next checkpoint.
While a vault does not increase the total amount of survivors you can have, it increases your starting slots.
When you are a checkpoint on which you would start with 4 survivors, having a vault will let you start with five or even six survivors instead.
Every survivor counts! So get a vault as soon as possible!