This is simply because Visual Assist shipped with less default Snippets for VB, than for C# and C++.
You can add your own snippets here:
VA Options -> Advanced -> Suggestions -> Edit VA Snippets (button)
Here expand "VB" node.
Snippets contains "$selected$" will be included in the "Surround With" menu.
This is a C# example for this type of snippet:
for ($end$)
{
$selected$
}