Actually, VAMP appears after the second time you finish the game, not the first time. So I don't think it necessarily means he'll be back. I think it's just one more joke of the many that Kojima has put in there. Although we can not neglect that possibilty, of course, if Liquid is back through that arm, being VAMP a damned immortal vampire, would be much easier for him to have a come back.
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