I'm surprised we haven't seen more UFC/WWE links. Apart from Rampage Jackson on Raw, which wasn't anything to do with UFC, there's been nothing. With the boxing celebs we've seen in the past (Tyson, Mayweather), and the growth of MMA, I think it's only a matter of time before we see some guys coming over for guest appearances.
It'd be interesting to see Brock or Lashley in the ring again!
As for his own promotion, I can't see that happening. Vince has his wrestling empire, which has taken time to build and evolve into the PG product we see now. He wouldn't want to enter into another sport where he was at risk of drug scandals!