This is one of those things you're just going to have to memorise. When we say "fruit and veg" (the usual shortening), we mean "fruit and vegetables".
I'm going to buy fruit. (This (usually) means a selection of different fruits. If we were talking about just one fruit, we'd name it. However, even if we were going to buy just, for example, bananas, but we didn't want to say "bananas", we'd still say "fruit".)
I'm going to buy vegetables. (This means different vegetables. If were planning to buy just one type of vegetable, we'd name it.)