Are Virgin Bet and Virgin Games part of the same company?

No, they're not. The operator of Virgin Bet is owned by LiveScore Group Limited and the operator of Virgin Games is owned by Gamesys Group PLC.

What has changed?

If you self-exclude from Virgin Bet, you are self-excluded from all sites operated by companies within LiveScore Group Limited. Therefore your self-exclusion will not include any site now held under the Gamesys Group PLC ownership.