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What you are likely seeing is that, without the VGA connected, your graphics doesn't startup at all. On our robots, without a monitor plugged in on bootup, the discrete graphics cards don't get initialized and X never starts, so VNC with RViz wouldn't work so well.
In either case, VNC or forwarding X is probably not the best way to work with rviz remotely. A much better plan would be to follow the directions on NetworkSetup to get your computer connected to the robot's rosmaster (setting the ROS_MASTER_URI and ROS_IP for both machines is what I do instead of setting up DNS). This way, you can run rviz locally on your computer, only sending ROS data across the network instead of forwarding X or VNC, both of which I found to be quite slow when working with a 3D application like rviz.