Why the GUI interface doesn't start on my VM?
It's an unattended session. It's running as a background process and is not attached to the desktop user. The easiest solution is to do a silent install. In the -ArgumentList parameters you need to specify the switches to do that.
Usually the software vendor's documentation will describe how to do that. Sometime you can run "setup.exe /?" or "setup.exe -help" and it will display the command line switches that it accepts. (For whatever the .exe name is.)
If you really need to interact with the desktop user, then I would suggest using the task scheduler. Define the task to run "AtLogon" and the user account to "INTERACTIVE". Have the task run a .bat file that calls the setup.exe and then deletes the scheduled task so that it doesn't try to run again.
If you don't want to wait for the user to logon, you can do a schtasks /run (or the Powershell equivalent.)