Are you saying that that the VLC player slightly compresses the dynamic range sometimes?
Not sure yet if it's a hard limiter or a soft compressor. I only just noticed the phenomena since you pointed it out. Anyway it's all theorycrafting until we check what you are doing in detail.
Start VLC and look at the volume slider in the bottom right corner. It will go up to a max setting of 125% (200% on older versions). For music playback you want to set it to no more than 100% and leave it there.
The quality of audio engineering is generally much better on film and video than music. It doesn't have the same DRC in an attempt to be louder, or rather as loud, as the competition. Dialogue on film might be recorded 20dB down. So punters might find that quiet passages are inaudible whilst the opening credits and adverts are too loud. So they give you the option of boosting the low levels (125%) whilst preventing the high levels from creating distortion (<100%).
That's not useful with compressed pure audio because every tune you play will be at max. So set the slider to 100% and leave it there.