The Woking-based team is refusing to sort out its 2015 F1 driver line-up until it knows what the pair plan to do in the future.
Alonso rejected McLaren's overtures earlier this week when he said he had no interest in leaving Ferrari, while Vettel made it clear at Monza on Thursday that he was fully focused on Red Bull's situation at present.
He is under contract until the end of next year, which means that there is no rush on his side to sort out where he will be for 2016 and beyond.
Speaking about the McLaren interest, Vettel said: "There was already a lot of talk at Spa on Thursday, and there was talk that I had signed for $150 million for three years. I was asking where the pen was but nobody came back!
"I think it is normal that you have lot of talks. But it doesn't change what you do on a regular day-to-day basis.
"Obviously we are not yet where we want to be, particularly on my side, so there is a lot of work to do which is my main attention."
When asked if he needed a new challenge to rejuvenate his motivation, Vettel said: "I think at the moment I have plenty of challenge, to be honest.
"My situation has not changed. I am happy where I am. But you never know what is happening in the future. Right now, I don't feel the need to do something different."
DREAM TEAM NOT FALLING APART
Vettel's long term commitment to Red Bull has faced fresh doubt amid major staff changes involving key players in its run of title success.
Technical chief Adrian Newey is reducing his involvement and Vettel's long-serving race engineer Guillaume Rocquelin is moving to a more central role.
"It is normal that people change their positions," Vettel said.
"Adrian for sure was a strong asset for the last couple of years and will be in the future, but there are other people, very bright, very clever people we have on board who have joined us.
"Rocky is changing his position, he is not off, so we still benefit from him in the future.
"It is not necessarily bad to change the team around to have some new inputs and also some new challenges, and different people to work with."
- Fernando Alonso