Constant Maturity Cds For The Quants Out There, Why Does A CMS (constant Maturity Swap) Have Vega Risk ?

For the quants out there, why does a CMS (constant maturity swap) have vega risk ? - constant maturity cds

I say, why not? Constant maturity swaps is exposed to changes in the movements of interest rates, long-term asset with a zero volatility, like everyone else.