Many favs have speculated the reason Thanos invades Wakanda is for the Soul Stone, but when talking to Entertainment Weekly Director Anthony Russo says this about it 

 “Cap makes the decision to bring [Vision] here to Wakanda,” Anthony Russo says. “Earth is making its last stand to keep the stone from Thanos. It’s the best place to make your last stand.”

So there you have it, Captain America brings Vision to Wakanda for protection, which makes sense because of how highly trained in combat that they are and the fact that they already took Bucky in for Cap as well.