This is the expected behavior. The "wysiwyg_*" classes only work within vBulletin's WYSIWYG editor as a way to help the person editing see the borders of the table. If you want your table styled in a different way, you must use a different class and/or styles.
While the TABLE syntax you quoted is provided by VaultWiki, this style behavior is inherited from vBulletin's own built-in TABLE code. This provides a consistent experience for the person viewing the tables, regardless of whether the post is in the wiki or a forum post.