I've never flown on Virgin Express, but I strongly believe it is in the family of the notorious point-to-point European airlines such as Ryanair, Go, and easyJet. These PTP airlines will not recognise a connecting flight delay as a reason to reissue a ticket.

The reason these airlines make a profit on cheaper flights is because the revenue is guaranteed once the booking reference has been issued.

Non-refundable and non-changeable.

Out of curiosity: do you have tickets or just a booking reference that you got via Virgin Express's website? Did you even have the option of buying Virgin Express in conjunction with your AA journey? If not, then Virgin Express are indeed a PTP airline.

If you don't have a physical ticket, you won't even be able to have it endorsed over to another airline in the event of a severe delay. That is also part of this type of airline's standard operating procedure.

Virgin Express also don't have the best ontime performance, at least out of and to the UK, so beware of making your return part of the journey as well.

Buon viaggi!