Consider that your iPad Pro has a much greater native screen resolution than FHD. Using an external monitor with less than full HD (1920 x 1080), with an iPad, will be largely unusable for practical purposes. iPadOS Stage Manager does not simply mirror the iPad screen, but instead provides an extended desktop akin to the dual-head arrangement sometimes utilised by desktop or high-end laptop computers.
Stage Manager really comes into its own when used with at least a 2K, or ideally a UHD/4K (3840/4096 x 2160) external widescreen monitor - both of which are increasingly available in portable 15" or 17" widescreen monitors - and commonly available with larger screens. Recent models of iPad Pro support up to 6K resolution.
VGA is an obsolete "analogue" technology, long ago replaced by DVI-A (Analogue) and DVI-D (Digital) interfaces - both of which are themselves legacy video standards supported by an increasingly dwindling number of modern displays. All display manufactured in recent years use HDMI or more advanced Thunderbolt digital interfaces, the vast majority of which will support screen resolutions where iPadOS Stage Manager is usefully viable.
In summary, while iPad can be used with older monitors such as VGA, support for obsolete technology is limited.
