I can't really tell you if using a dumbbell would have done more - probably you are right. But there's no way I would persist with dumbbells, I find them excruciatingly boring.
> Similarly, running will exercise parts of your body that VR won't touch right?
Perhaps but not nearly as many as VR hits that running doesn't touch. It certainly forces you to do squats.
I find the best antidote to boredom when lifting weights is to find the right weight and number of reps so that you're pushing through the burn for at least a third of the set. Hard to stay bored when your arms are on fire. Music is the other major component, you have to really amp yourself up and listening to music can put you in that mind set. Maybe even doing some circuit training would be better for you since you don't have to deal with long wait times between sets.