Why does speeding up audio files with VLC Player not match with doing the same thing with RPG Maker or Audacity?
i don't have any of those products, but evidently the VLC Player does what we call "time-compression" when you speed up.  and likely "time-expansion" when you slow down.  together we call those operations "time-scaling".  time-scaling and sample-rate-conversion, together, make a pitch-shifter.  so a time-scaler can change tempo without changing pitch, a sample-rate converter can change tempe and pitch together, and a pitch shifter can can pitch without changing tempo. 

the other products, RPG and Audacity, likely just use the same interpolation we use for sample rate conversion to do the speeding up.   essentially the same as speeding up playback of analog tape.