Why does speeding up audio files with VLC Player not match with doing the same thing with RPG Maker or Audacity? When I speed up 150% an audio file with VLC Player, why doesn't it match the higher-pitched version I get when I speed the same file 150% with RPG Maker VX Ace's Sound Test?

When I speed up with VLC Player, I don't get a pitch increase

When I speed up with RPG Maker or Audacity, I do...

How would their methods of speed increase differ, such that that happens?

Also, I'm on a Windows, if that matters at all...
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.