I get why people would do these together, but consider water changes and vacuuming the sand as independent activities.
When I do a water change, I shut down the return pumps, drain the sump, refill with fresh salt water, and restart the return pumps. I would need to change my process to vacuum the sand at the same time. I do clean out any detritus that made it past the filter sock...typically very little.
I have a Eheim self contained vacuum I currently use to clean the sand. It works decently...smaller particles are not caught by its filter...but much gets suspended and goes down the overflow (at least the filter sock is much dirtier after a good sand cleaning).