I'm wondering the same thing.
The problem here is that last time I installed vlc under exactly the same pdaXrom version it DID have a gui, but this time it is only working as a console app- I think. I'm on a fresh install here as vlc is the first additional app I've put on. I know wxwidgets got installed at the same time I put vlc but maybe another library needs to be installed for the gui to work?
