Does it make sense to vacuume brined meat? Why not sous vide in water directly? If you wet brine a piece of meat and don't apply anything else to it, why exactly do you need a bag?

Why not cook the meat directly in the brine? While it cooks, it can brine some more. Handy, if you are short a couple hours on the brine.

I always thought, that the point of the bag is to keep the meat dry. But when you take it out its swimming in a lot of liquid. 

So why not simply cook it in water, still controlling the temperature precisely?
Theoretically, there is no problem with your logic. In fact, during the early days of restaurant sous vide adoption, when chefs were using the same immersion circulators that scientists were using, it was not uncommon to poach fish directly in oil using an immersion circulator.  Those original tools could handle that job. However, most home sous vide devices of today are designed only to circulate water.  The biggest issue I see is the mess (at best) or the destruction of your circulator. Also, it is possible to over-brine a product.  So, you may not want to cook in a brine for that reason as well.