A) I may be totally misremembering this, but I think it isn't clear what VHL team he could jump into. And, more importantly, B) the league is given a lot less attention/emphasis in the russian development model than the AHL is over here. Which means there's less talent spending time there and it's less effective at polishing players than the MHL ---> low level KHL team ---> KHL powerhouse model.
In shvyry's case I'm not sure it's the end of the world if he goes back to the MHL until injuries give him a look with the senior team...for one more season. His #s were incredible in the MHL last season, but I'm not sure that means he can't continue to develop there until that chance comes. But it would be cool if there was a more developed intermediary step, other than going to a lower level KHL team for PT.