VGA connectors were incredibly irritating to deal with, especially since so many of them were equipped with smooth screwing bolts with very little area to spin them with your fingers. I for one don't miss this.
I am writing this on a screen where the HDMI connector pops out if a even touch it.
Just one more reason to switch to DisplayPort. The only downside of DisplayPort over VGA is that it's up to the connector model if it locks, not user input; but other than that DisplayPort seems clearly superior over VGA. Apart from the obvious signal improvements, slightly more compact design and the recessed port, even an non-locking cable sits far more securely than an unsecured VGA cable.
I don't know if this was to prevent people disconnecting things, or if the expectation was that once connected, things should stay that way for years.