React doesn’t have any preference at all for how you apply styling: there’s nothing built in. You get classes (using the className attribute due to JS keyword rules), and you get the style attribute (which is, for web, just the Element.style property).
Then via libraries:
various utilities for making it easier to conditionally alter classes
anything available via PostCSS
CSS-in-JS that gets converted to actual CSS in a compile step
…probably a few other approaches I’ve forgotten
What you’re talking about is not a feature of Vue per se, it’s from PostCSS. Note it’s doing almost the same as CSS modules (afaik any tools that support CSS modules via PostCSS are using exactly the same mechanism).