Do the Vale lords have any deep loyalty to the memory Jon Arryn like the Northern Clansmen have to the memory of Ned?

They have some:

“Lord Jon was much loved, and the insult was keenly felt when the king named Jaime Lannister to an office the Arryns had held for near three hundred years. Lysa has commanded us to call her son the True Warden of the East, but no one is fooled. Nor is your sister alone in wondering at the manner of the Hand’s death. None dare say Jon was murdered, not openly, but suspicion casts a long shadow.”

It is less intense, probably because Lysa Arryn was not particularly popular and Robert Arryn isn’t much better, and it’s hard to get together much political movement around the memory of Jon Arryn when his widow and son are such disappointments, whereas Harry the Heir is so much more inviting…