It really depends on the software you're using. Vector art is not inherently that much more intensive than raster art (of which pixel art is a subtype). There are lightweight vector editors, and there are vector editors that chug.

However, what makes you think that vector art is the way to go if pixel art isn't? Most 2D games don't use vector art, since high-res raster art is easier to author for most artists. Vector art is used, but in a narrower range of styles than high-res raster art.

Have you looked at how big cats move? Sure, they're not bipedal, but mimicking some of their motions, in particular the timing of their movement, should help this character feel more natural and more feline. Currently, there's nothing feline about their motion, he moves like a generic cartoon human.
Pay attention to how cats balance themselves with their butts in particular. You can use this in your animations.

I recommend redoing the big tree yourself instead of using so much of my edit. I chose an arbitrary light source, which doesn't necessarily match the lighting you want to have on everything. I don't mind you using it, but I think you'd learn more by doing it yourself.

I think those smaller trees are definitely going in the right direction! Their forms are more readable than the old one, for the most part.
Try starting with a solid, shaded cone of the size you need, and then breaking up the edges to suggest detail. That might be a good way to make sure you're not over-dithering. Deliberately incorrectly-sized example:

You can do the same thing for other trees, just with different shapes.

The rounded walls don't read as rounded to me, but I think it's because of the perspective mismatch; the actual pixelling on them looks nice and readable, it's clear that the middle part is meant to pop. The walls have a flat top and bottom (as opposed to rounded), which suggests they're flat. A rounded wall would only have a flat top and bottom when viewer from the front (e.g. like in a side-scrolling game), but your layout suggests more of a top-down view. This is an issue with a lot of the sprites, but it's less noticeable on them because they're too small for the rounding to be prominent even if it was there.

I wouldn't rasterize a single-colour red ellipse on white any differently from a single-colour green ellipse on white. Those are still contextless shapes!
But, I would rasterise a bright green plastic pipe (the opening of which is an ellipse) sticking out of grey concrete that's meant to be the focal point differently from how I'd rasterise a grey hole in that concrete (also an ellipse). That's context. And the reasons I'd do that are
1. The green pipe is a focus, and so I would probably make it a little thicker so that it's clear that it's the focus.
2. Light affects plastic and concrete differently, and the two objects have different types of edges. This effects how much of an impression of light/shadow I want to give and how smooth/soft I'd make the edges.
3. The two objects have different textures, and possibly different kinds of wear and tear. I would break up their outlines to reflect this. Subtle chips in the material are very easy to convey by choosing to rasterise one part of a shape differently from another, since the overall shape is still an ellipse, but now with subtle irregularities.

See what I mean by context now? Actual artwork. Scenes, tilesets, etc. where ellipses are used to depict objects or create an impression rather than drawn for their own sake.

Draw some scenes first. There's no other way to know what colours you'll need, and what colours are redundant.

Try starting your palette with just a few "key" colours, e.g. your general dark colours, and then a few colours for the neon lighting/accents. Then, add more variants as you need them. You don't need an entire palette to start working. Let your needs drive your palette, don't let your palette control your art.