The answer is quite easy.
The file provided with the installer is the virtuemart_defaults.cfg-dist. The config tries to get the config from the database, when there is not data, it tries to take it from the the virtuemart_defaults.cfg, when there is not file it takes it from the virtuemart_defaults.cfg-dist. Why we do that?
We do the copy of the config file because in the other case it would be overwritten by the installer and cant be used as a fall back file. The normal config is stored in the db, because it is faster than a file.
So when you want to change the config with the file, then you have to use in the BE, "Tools and Migration", first tab the command "renew config by file".
This command is quite useful.