I'm sure that VR is more or less its own thing with token Nijisanji associations. They got the equipment and application for Live2D to use (even 3D studio stuff) but the rest could've been handled by Bilibili in general.
For what its worth, Niji still know it exist and the talents from each branch can collab with them (if they speak english, for example), but VR more or less run on their own two feet. 3D debuts/contents on their own, stuff on their own doing, and only occasionally go for foreign branch if they feel like it or has established connection/friendship after collabing for a while.
Also regarding the Niji VR valo hack and the rumour about it potentially leading to Riot games banning niji from their games, not sure if its gonna be real or not. I only checked one Niji (Reimu) and she still put Valorant on the schedule. So maybe wait and see?