- Vegeta knew he was superior to #19.
- He was aware of #19's palms, but looked to be unafraid.
- #19's eyes widened with delight and perhaps shock as he had the chance to grab Vegeta's arms.
- Vegeta didn't react at all (if he was cautious of his palms he would've went to greater lengths to avoid them.)
- Vegeta says: "So you
really do drain energy through the palms of your hands..." Which seems to imply that Vegeta wanted to be grabbed to test #19's ability.
So yes, Vegeta did let himself be grabbed by Kim Jong Un.