Thats the weirdness of Derren's Ghost Train. It is well themed, it feels like a real tube car inside a real train carriage. But the VR does not tell a good story. You can theme exceptionally well, but it doesn't always mean it is a great attraction. It needs the right blend of theme, story, action etc.
VR can be better in some cases, Crazy Bats at Phantasialand was fantastic and the same probably couldn't be acheived on that coaster any other way (you would end up more like Lego Dragon Coaster with the slow-moving show scenes).
Similarly even if it was enclosed it is hard to feel like you are truly in space on a coaster, so Galactica kinda works. Then compare Space Mountain with Mission Space at Disney, choosing a simulator environment works better than a coaster, having the right hardware is important (and in the 70s when Space Mountain was built the simulator tech didn't exist)
But in general, yes VR doesn't always work better than the right theming, but more important is choosing the correct hardware to tell the story that the attraction is trying to acheive.