In Romans 12:19, Paul says we are not to avenge (enact punitive justice) ourselves. However, the reason we do this is not because as Christians we think vengeance itself is wrong. To the contrary! Again, justice, by definition, is just (good). (In fact, used with the a- prefix, this root is used to form the word “unrighteousness” in Roman 1:18 and elsewhere.) Rather, the reason we ought not enact vengeance for ourselves is that it doesn’t belong to us. God alone is judge, not us (Rom 12:19, citing Deut 32:35; see also Rom 14 where Paul, under different circumstances but in proximate context, emphasizes that God alone is judge).
In fact, the logic of Paul’s instruction here seems to be, you don’t need to enact vengeance, not because vengeance itself is bad and you are wrong to want it to happen, but precisely because you know it will happen. You don’t need to do it, because God will (Rom 12:19). In other words, the foundation for Paul’s commands throughout Romans 12:14-21—to bless in response to curse, not to repay evil with evil, to overcome evil with good, etc.—is this fact that we can trust that God will punish evil, so we don’t have to (in fact, we shouldn’t, since it’s not our prerogative). So likewise, Peter says that Jesus didn’t return reviling or threats (1 Peter 1:21-23), but “continued entrusting himself to him who judges justly” (v.23). Again, it’s not the absence of vengeance, but believing in its guarantee—God will “judge justly”—that enables his people to leave vengeance to God.
Nonetheless, this doesn’t mean we are indifferent to vengeance in this life or that it should never happen. To the contrary! As Paul continues in Rom 13:1-7, he describes the state as a “deacon” (often translated “servant” or “minister”) of God. In what sense? It is “an avenger [same root as “avenge” and “vengeance” in 12:19] who carries out God’s wrath on the wrongdoer” (Rom 13:4, ESV emphasis added). In other words, vengeance is God’s (12:19). But God also authorizes human means, like certain institutions in this life, to deliver that justice and protect victims—even here and now, at least to some degree (I like the word “provisional” here: provisional justice, as opposed to eschatological and ultimate justice).

I think the proximity in Paul’s use of ἐκδίκησις and ἐκδικέω (in Rom 12:19 and Rom 13:4) then is intentional. Remember, chapter divisions aren’t original, and unfortunately here that big “13” can make us feel a stronger shift in topic than is likely the case.
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