Você pode colocar o seguinte em ~/.vim/after/syntax/python.vim
(tirado de aqui :
" Highlight docstrings as comments, not string.
syn region pythonDocstring start=+^\s*[uU]\?[rR]\?"""+ end=+"""+ keepend excludenl contains=pythonEscape,@Spell,pythonDoctest,pythonDocTest2,pythonSpaceError
syn region pythonDocstring start=+^\s*[uU]\?[rR]\?'''+ end=+'''+ keepend excludenl contains=pythonEscape,@Spell,pythonDoctest,pythonDocTest2,pythonSpaceError
hi def link pythonDocstring pythonComment