Do you think it's a good idea to submit jpeg version of all my vector works?

Yes.  If a site doesn't automatically offer jpgs, then upload them.  Not all buyers can handle vectors, but may still want your images.

I've read someone was banned from Fotolia for this reason. You could ask them if it is ok.

Fotolia automatically offers jpg versions of vector uploads.  That's why they didn't like the duplication.