What is the benefit to upgrading Vehicle depot from T8's to T9's or higher?

Higher tier vehicles will carry more and be stronger. However it once you reach that level you most likely do have enough vehicles and capacity for the gathering you can do. More and stronger vehicles is not a priority, although having enough that you can afford to lose some and still operate efficiently is a good idea.

You can probably save training and upgrading the vehicles until there is an event to get points from training.

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