When you unravel the assassination plot against Kosh in the pilot, it leads back to another Vorlon (Ulkesh or Koch Vader) on Minbar, as a way of getting their hands on Jeffery Sinclair and getting his mind right for when he goes back as Valen. Obviously they have some pretty extreme factions, we never really get the full story of what the Vorlons and Shadows are all about.
eta: Which is good! Elder alien races should be pretty cryptic. If you explain them too much, the next thing you know, they’ll be serving on Earth Alliance ships and mating with humans. 
