Right, I have done some playing around and I think I know the answer problem.
On older Android devices (I'm sure my old Desire HD worked like this), when you connected your device to the PC it showed up as a removable disk and was assigned a drive letter by Windows. The newer devices, including my Nexus 4 and HTC One, show up as a "Portable media device" and are not assigned a drive letter. When you try to add the file to VLC it is looking for a path to this file, however no path actually exists. If you opened the "Music" folder which is located on your device, from within Windows, and double clicked on one of the files, you may notice (I did 'cause my PC is pretty slow these days) Windows actually copies the file onto the PC; I guess to a temp folder somewhere (found the folder: C:\Users\Jonny Wright\AppData\Local\Temp\WPDNSE\{00000001-0001-0001-0000-000000000000}
), and then plays the file from there.
In short, I don't think its a problem with VLC, or even Windows to be fair. Its the way device makers are allowing you to browse your device from within Windows, and I bet other OSes aswell.
Sorry, I don't think its possible unless you can get your PC to see your device as a "Removable storage" medium and assign it a drive letter.
dlna
for that purpose. DLNA servers act as media servers on one device (in your case, the Android device), so DLNA clients can access those media. This way you can use the client on your PC to play music from your Android device. Would that be convenient?