In Avengers: Endgame, those who died separately from the snap didn't return, including Vision.
He wasn't blipped away like Wanda was; he was killed... twice. The first time, Wanda used her powers to destroy the Mind Stone embedded into Vision's head, and the second time, Thanos crushed Vision's skull and stole the Mind Stone, after he first brought the superhero back to life using the Time Stone. Because of all this, Vision was permanently dead - or, at least, that's what was believed. Now he's back and roaming freely through Westview, seemingly alive. However, he can't escape the Hex barrier, otherwise he would be ripped apart and killed again.
Somehow, Vision is alive, yet his life is connected to the Hex that Wanda (or someone else) has created. While he's self-aware and has some idea of who he and Wanda are, Vision was essentially reborn in Westview. As a synthezoid whose mind is an artificial intelligence powered by an Infinity Stone, his memories and conscious were presumably tied to the Mind Stone, so although he's returned, everything he knew before Westview is gone. Vision stated as much to Wanda during their previous argument, which is why Vision has no idea what an Avenger is or what's outside of Westview.
What's interesting is that Agnes does know who the Avengers are and that Vision died, which answers some of the many lingering questions. First, this implies Agnes is a real person and, possibly, not a villain who found their way into Westview to manipulate Wanda. Second, the average citizen knows what happened in Infinity War and Endgame; in the previous episodes, Darcy Lewis, Jimmy Woo, and Monica Rambeau all discussed details regarding both films as if they were there, which could've been chalked up to them working for top secret government agencies, but someone like Agnes knowing what happened to Vision is starkly different. Perhaps the Sokovia Accords, which are still in effect, makes everything the Avengers do public information.
It's unfortunate Vision won't be able to search for that information while he's in Westview. He caught a glimpse at the outside world in WandaVision episode 6, and he's clearly concerned for the town's residents. Whether or not Wanda is truly the villain remains to be seen, but she has some control of what's going on and Vision will likely be even more opposed to her now than he was before. And it's possible he could finally learn the truth about what transpired in Infinity War in WandaVision episode 7.