Wren was aiming for the MC, and Vexx got in the way.
If you choice someone other then Vexx, he appears behind the MC to block the shot. If Vexx is the one you choose it would be easier for him get in the way. It's clear that Zovack, and thus his right-hand, would see thugs like Vexx as disposable. But more than likely Wren would know what the MC looks like; to pull off all the hits on the royal family efficiently. I'd guess as soon as they saw the MC they wouldn't hesitate to try and kill them. I could be wrong of course, but from a narrative stand point it would be more impactful for Vexx to block the shot than to be the target. It would lead to conflict on whether it changes the MCs stance on forgiving him or not.