Didn’t even know they started (attempting) to package VirtualGL in EPEL 9. They never did previously.
Quickly trying it out, it looks like a poor packaging job.
ldd /usr/lib64/VirtualGL/libvglfaker.so
shows no linking to EGL (or GLX for that matter)
It can be worked around by just explicitly forcing it to use libEGL via
LD_PRELOAD=/lib64/libEGL.so.1 vglrun -d /dev/dri/card3 gxlgears
I have no idea why whoever packaged it for EPEL did this.
The official packages from Releases · VirtualGL/virtualgl · GitHub don’t suffer from this and work fine for me in Rocky Linux 9.