This concept presented by Gillen across universes is quite accurate. When looking at their respective accomplishments, Vader is indeed a great warrior and is extremely powerful wielding the dark side of the Force. However, Vader still served and answered to Emperor Palpatine at the end of the day. In contrast, Thanos has held the universe in the palm of his hand on several occasions thanks to the Infinity Stones and other great powers such as the Uni-Mind which recently made him the Prime Eternal. Furthermore, he answers only to the personification of Death itself.
Given the years between these comics' publications, it's hard to tell if Gillen built this argument intentionally or not. Regardless, the core concept is still true. Thanos wields more power and authority than Darth Vader, existing as a stronger and more capable villain overall. AXE: Starfox #1 is on sale now.