PMR is an autoimmune disease that attacks "vascular" connective tissue around certain joints. I don't think that meets the criteria for a vasculitis that attacks blood vessels but it is debatable.

The whole debate is more about how autoimmune disorders overlap. It is the same with reactive arthritis and uveitis. They are associated with each other too but nobody is absolutely certain why they are associated. The uvea is a vascular organ of the eye that becomes inflamed so maybe it is a vasculitis too.

Reactive arthritis attacks the entheses which is the point where tendons and ligaments attach to bone. Healthy entheses are largely avascular, or lacking in blood vessels, particularly at the point of insertion into the bone. However, the surrounding areas—such as the synovium, bone marrow, and the tendon or ligament itself—are vascularized.

I think PMR has more in common with inflammatory arthritis than it does with vasculitis.
https://pubmed.ncbi.nlm.nih.gov/27384410/
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Enthesitis in addition to bursitis and synovitis which are characteristics of PMR are also characteristics of inflammatory arthritis. While bursitis and synovitis have been recognized in PMR, more recent evidence of inflammation at tendinous attachment sites (enthesitis) in PMR patients has suggested a broader inflammatory process than previously thought.

Good luck with getting a "whole body" MRI that might settle this debate.
https://pmc.ncbi.nlm.nih.gov/articles/PMC4680120/