why add a shot of vodka to a cream sauce?
First, the alcohol doesn't burn off. We had a table about the percentage of alcohol left after a period of cooking, and especially in something cooked as short as a pasta sauce, there is a substantial amount left. For the longer discussion, see Cooking away alcohol. 

Second, alcohol is a great solvent. It can leach aromatics from spices and herbs which wouldn't come out with water only. There is a good reason why extracts and essences are made with alcohol. While a really good extract needs a long time, even the short cooking time will be enough for alcohol to make a difference. 

Third, it can stabilize your sauce. Cream is an emulsion of fat in water, and not terribly stable, especially if some acid is present. Alcohol dissolves both fat and water, so it will stop the cream from eventual separating. 

Fourth, maybe you happened to find a not so great recipe. Vodka will help with the first three points, but it is seldom a good choice for cooking, because there is almost always another alcohol which will accomplish the same and introduce a good flavor which harmonizes with the remaining ingredients. For pasta sauces this tends to be a good brandy, but it depends on what else you have in the sauce. And because even vodka will leave a taste of alcohol in the end, it is hard to argue that it can be used where the taste should be kept unchanged.