Even if it does you're then using roaming data which is usually either limited or outrageously expensive...
There's some really cheap virtual operators that are technically in Estonia that charge like $0.25/GB for US roaming. Usually it excludes...
I gave up on VLC a long time ago. Used to work perfectly but over the years it just doe not cut it. I use MPC-HC player all the time now and my PC is no where near what you have and it plays every video just fine.