It’s a vector because there is no one 3D point corresponding to a particular 2D point. There is an infinite number of them.
You need more information than just the 2D point to determine a 3D point. If you know the distance, you can use Lens.extrudeDepth(), which uses the inverse projection matrix to do this.
If you instead have geometry to project your point onto, you should look at the solutions presented in this thread: