Considering that they lived far away from there and not even in coastal areas, and what are their motives conquering a place that is really far away?
By the time Vandals invaded North Africa, they were situated in Spain for over a decade, so passing into Africa was a next logical step.
It is worth mentioning that, like with most successful "barbarian" invasions, it was really a civil war between Romans that created the opportunity. The governor of Africa, count Bonifacius invited the Vandals to support him against his nemesis, Aetius. By the time he changed his mind, it was already too late.
Romans (from both east and west) made a few attempts to reconquer Africa, but all of them failed until the expedition of Belisarius in 533 AD. From that point on, the diocese of Africa remained Roman until Arabs took it in 699 AD.