Currently, the environment empheq is not considered a math environment:

\begin{empheq}{align*}
a&=b \tag{*}\\
E&=mc^2 + \int_a^a x\, dx
\end{empheq}

The package is hosted on github in the repository https://github.com/latex3/mathtools

Affected parts of vimtex are concealment, the options

• g:vimtex_syntax_custom_cmds with the parameter mathmode
• g:vimtex_syntax_custom_cmds_with_concealed_delims with the parameter mathmode

and the helper function

• vimtex#syntax#in_mathzone e.g. used by https://github.com/iurimateus/luasnip-latex-snippets.nvim