Structure of a metal in gas phase
Metal vapors do conduct electricity, as in the mercury vapor lamp (also used in fluorescent lamps), but, since the atoms are isolated or in small (molecular) clusters, conduction is ionic, not metallic. Since electrons are far less massive (and therefore more mobile) than the heavy ions, they are responsible for the majority of the conducted current.

Electrons are forcibly ripped away from the mercury atom (well, raised to higher levels) -- the first ionization potential is 10.39V, and its second is 18.65V, so in a mercury vapor lamp or mercury vapor rectifier, the potential drop of at least 20 volts implies more than one of the outer electrons are lost from many of the atoms.

Note that ionized gases are much less conductive than solid or liquid metals. Consider a 70 watt sodium vapor lamp, with an arc length of perhaps 10 cm and a potential drop of ~18 volts. The finest commercially available wire, 40 gauge, would have a potential drop of just ~1.3 volts for metallic copper wire, or ~4 volts for sodium, which has 1/3 the conductivity of metallic copper (if they made fine sodium wire), at the same length and current (~3 A). 
See the useful chart explaining sodium-vapor ionization .