When you are trying to build a connection with a woman you have to communicate emotionally with SOMETHING she talking about. You do have to be a bit vulnerable when you do this. You do this by owning your story. You talk about yourself in the 1st person. If this makes you vulnerable, then yes you do have to be vulnerable at times otherwise women will think you are a robot.
Bro I think you are confusing the issues. You can communicate emotionally to what she is talking about, but it doesn't mean you have to be vulnerable.
Being vulnerable is ridiculous, especially if you want to do it for sex. She is not going to think "this guy understands me and lets his feelings out," she is going to think "what a loser, how can I use this against him in the court of law when I need to extract the most amount of resources from him?"
Don't be vulnerbale, that stuff is for Smurfs.