Although .vmg files are text files, they cannot be converted to Comma Separated Value files (.csv), because these require special database-like formatting. Unless you can find some sort of parser, a vmg to csv conversion is unlikely and perhaps impossible.
Convert Nokia saved text message to Comma Separated Value.
We found one software available in the database for this conversion.
Microsoft Windows software - convert vmg to csv on Windows
A set of applications used to manage older Nokia mobile phones
Convert from vmg file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.