It looks to me like you already have graphics and a visually attractive application/program. What do you think you would do if you used opengl or directx?

I think for many people there is big jump from writing an application, that reacts to events to a program that continually refreshes the screen.

If you start using opengl or directx then obviously you would no longer be using the vcl. The downside is that you will need to code objects for the equivalent of buttons, edit box etc. The upside is that you can make your screens look very different from windows application and give it much more of a wow factor.