Integrable turbulence studies the complex dynamics of random waves for the nonlinear integrable systems, and it has become an important element in exploring the sophisticated turbulent phenomena. In the present work, based on the coupled nonlinear Schrödinger models, we have shown the coexistence of Gaussian and non-Gaussian single-point statistics in multiple wave components, which might be viewed as an exclusive feature for the vector integrable turbulence. This coexistent statistic can relate to different distributions of the vector solitonic excitations depending on the time-invariant nonlinear spectra. Our results are expected to shed light on a deeper understanding of the turbulent behaviors of vector waves and may motivate relevant experiments in the coupled optical or atomic systems.