VGMs have a loop point specified. The ripped tracks (SPCs, NSFs, USFs, PSFs, etc.) do not have a loop point specified. The loop point is stored as part of the ripped game data. VGMs, on the other hand, are not ripped game data, but are a logged format (similar to a recording, but you're recording what instructions were sent to what device, rather than recording audio). Because VGMs are logged, they don't loop. To get it to loop, you have to specify a location within the file that the loop should be at. Currently, there is not 100% reliable way to do this. You can get pretty close, but chances are that you'll be off by a few samples at least (most audio is decoded in samples, as opposed to seconds).
Because of this, you can't really tell the plugin how to loop the file. For it to do this, it'd need to be able to distinguish the loop point within the game data. Due to the variety of formats used, this is impractical. The only other way to do this would be to add another tag field into the files in question, and have a loop time in it. Then, you would need to add an additional option, which would be off by default, that would use that loop data to loop the file. As I said though, because of how loop points are provided in VGMs, there's no reliable way to get a good loop point.
On the other hand, you could always change the settings to loop infinitely, or to play for a default length (regardless of tags). Currently, those are the two options that are open to you.
Anyway, hopefully that helps explain some stuff, and why loops points aren't generally supported by emulated audio players. If you've still got a question, feel free to ask, as always. Mouser X over and out.
The extended SPC tags have loop start and loop end for that sort of thing. Such as thing is also possible for USF, but it'd require manually applying it.
Ah, yeah I see what you mean by the USF and other formats not having a looping point now. Tracks start out differently than when it gets to where the song "loops", so there isn't really a way to automatically loop it.