This is one of the reasons that the VLC devs are so reluctant to work on this feature, people will demand support for more file formats and eventually VLC will be able to decode everything for what is quite a niche feature. I think all we are asking for here is support for .RAR split-files.Feel free to implement it, next 7-zip support?
I know that they are split into .RARs for transferring reasons but I (and many others) like the maintain the state in which they were downloaded for legacy purposes (say if someone needed a specific part of the archive, you could send that instead of the entire film).
Please consider this VLC developers, and thanks for the great software!