Have there been examples in the books of Wizards using a veil to vanish from someone who was looking at them as the time? I've always thought of Veils as having some of the same limitations as Stealth, the chief of which being that its difficult to hide from someone who is watching you do it. Once hidden, of course, the magic provides the necessary concealment, allowing you to remain hidden 'in plain sight', but it seems as though you should need to get out of sight first. (Which might be as simple as using a supplemental action to move around a corner before casting the veil.)
Regardless, I think I would only use the ambush rules for cases where the target doesn't have any concrete reason to believe he's in imminent danger of being attacked. Once he was ambushed, the target would be in defensive mode -- at least until the adrenaline wore off -- even if the target vanished, to later attack again. (But that's my opinion.)