As pointed by Stephen Murby "the problem where your tests finish before VisualVM has launched".
Yes, this VisualVMLauncher plug-in does not put your test case on hold until VisualVM has started. You may also need time to manually change profiling settings specific for the test. Solution is simple, your test case has to stop and wait until you manually tells it to continue. There are few ways of doing it:
1) put System.in.read(); as first line of test case and as VisualVM is ready press enter at console.
System.in.read();
2) If test case runner does not provide you with console, put wait until some magic file is created.
3) you can always play easy with sleep()
sleep(5 seconds);
This work around is not much of convenience but works for me as need to profile occasionally. The root cause of issue is in plug-in architecture of both IDEA and VisualVM are not thought to be collaborative. See discussion with plug-in author
Hope that helps.