Well that got me good.

A,E,O and U sat looking at the sergeant in the cold of the police station as he read back the report.

"So let me get this straight." He looked up at them, with disapproval on his face. "The five of you were playing and you four," he pointed dismissively, "decided to run off on your other friend, the missing person you've reported."
The four nodded shamefacedly. O tried to put a brave face on it.
"We were just having a bit of fun," he protested. The sergeant shook his head.
"That's the trouble," he noted. "It's all fun and games till somebody loses an I."

What about 'Y'?

Y's not a vowel. He's a filthy half-caste whom neither consonants nor vowels want. He's less popular than X, and none of the vowels want him in their games.

a,e,i,o,u, and sometimes y. Where did you learn English, clown school? :D

Hedge school.

Anyway, look, I really didn't want to mention this, but, well, let's just say Y's being having problems, ok? It's not that he's addicted - he assures everyone he can give it up any time - but, well, it's best to tread softly around the subject. The upshot of it is, the Vowels didn't want to be associated with him and his, shall we say, less than law-abiding associates, so they kicked him out. Retribution was swift. (++*&) was supposedly shot in a drive by... what? Oh, you've never heard of the vowel (++*&)? No, nobody has. Not since that fateful day. I call it an alphabetic cover-up, but I don't want to say too much: the reach these guys have is frightening.

Sometimes.

Hedge school? Is that where hobbit children go?

No it's where hedge fund managers go.

https://en.wikipedia.org/wiki/Hedge_school