VLC doesn’t install itself as the default handler for media files like .m3u or .mkv or whatever. Not sure why, but the documented process is tedious.
I should write a simple script / program to set VLC to be the default app for a bunch of types that VLC supports. Maybe absolutely everything that would otherwise open in iTunes is a good start :-P The program duti is a good start on how to set associations in MacOS. It seems to work by using the Launch Services API.