I think veto and locker slots are a different issue.
I have one veto slot and haven't used it yet because the items that I take out of a dungeon are usually not the ones I want to veto. I have not optimised my play so far that I know which items I want to veto anyway so it never occurred to me to go scum for an item to veto it.
If I had a choice to veto any of the items I unlocked so far I guess I would have done it just to play around with it.