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...each model can advance 3" and make a normal melee attack...

Do you have to have a valid target to move the three inches? Say the enemy kills a bane knight with shooting, and the nearest enemy is 10" away, do they still get a vengeance move? Thanks in advance

I believe you can move even if you don't attack. Its in the wording.

As long as it doesn't say you must attack, I think you are good to just move.

I've had people do just the move to get into charge range on me before... think it's totally legit to do JUST the move. Doesn't mention anything about specific targets or must be within range to attack or anything like that.

Solution: Kill them all to avoid this issue
Otherwise, yes, they get both move and attack.

Not 'if and only if' they get to attack.

And they don't have to move they can just attack if they are already engaged.

The Infernals at Privateer have confirmed in the past that you can move or attack or both.

Yup, it's a 'CAN' ability, not a 'MUST'.