How Vecna Is Opening Gates To The Upside Down
Vecna certainly enjoys inflicting pain and suffering, but this appears to be a side consequence of the process rather than a central component. The Hawkins children discover that each of Vecna's murders has ripped open a Gate to the Upside Down, allowing creatures from that terrifying dimension to enter their town. This makes sense in terms of the wider Stranger Things narrative, as it's long been established that mental contact across dimensions is required to open the Upside Down Gates.
Eleven was said to have constructed the first Gate when she touched the Demogorgon during an astral projection in Stranger Things season 1, but it has since been retconned; however, the general idea appears to apply. Vecna's victim is presumably only totally involved in his vision when the Gate is constructed, which explains why there aren't innumerable Gates dispersed around Hawkins as a result of Vecna's gentlest psychic touch.
It's worth noting that Vecna appears to be drawing on the life force of the entire Upside Down swarm while projecting himself between dimensions; his efforts produce massive energy flares that Hawkins can detect. With Vecna pulling his victim into an immersive world, killing them, then tearing open the Gate, it's logical to suppose the final act uses the greatest energy. It's possible that the Upside Down hive mind is sacrificing large portions of itself to open these Gates.