Why does my vintage Shimano rear derailleur come with brake style cable housing?
I assume that you have a friction shifter?  A friction shifter is one that does not click into an indexed position. You just adjust it until the derailleur is lined up where you want it.
Assuming this is the case, the brake cable housing is what you should be using because it was the stuff that was around when those derailleurs were designed.  The compressionless housing, which is what the indexed shifters of today need, came about specifically for those shifters.
If my assumption is wrong, and your shifting is indexed, someone put the wrong stuff on there.  If it is working for you I don't think you need to rush out and change it, but as soon as the shifting gives you trouble, you know why, and it is time to change it.