The VFX assets need to be re-imported upon render pipeline change. The fact they used to not get re-imported was actually a bug, which has now been resolved. Generally, we would advise to not change the render pipeline at runtime, but select the target render pipeline through the settings permanently, if possible.
We will close this case as 'As Designed.' If you have feedback on how the feature could better meet your needs, please let us know - we value your input and consider it in future improvements.