From the comments, it looks like you’re still wondering why $V\,dP$ doesn’t appear in the definition of work or in the First Law when it appears in the differential form of the enthalpy $H\equiv U+PV$ (or $dH=dU+d(PV)=dH+P\,dV+V\,dP$).
First, what is thermodynamic work anyway? It’s the raising of many particle energies in concert. (In contrast, heating is the broadening of the distribution of particle energies.) This requires a so-called generalized force—which is sometimes just literally a mechanical force—and a so-called generalized displacement. Not just a position, a displacement. So right away we have an asymmetry: We're talking about the value of one parameter and a difference in another parameter. The generalized force $F$ drives the change at any moment, and the generalized small displacement $dx$ describes the extent of particle energy elevation. The infinitesimal work is then in the form of $F\,dx$, integrated to give path-dependent work $\int F\,dx$.
For instance, pushing up on a body locked in place does nothing to raise its gravitational potential energy; a table doesn’t do work on the objects sitting on it. It’s the displacement that embodies the energy transfer process.
(Other examples are a mechanical force and displacement, a pressure and a volume shift, a surface tension and an area change, a stress and a volumetric strain, an electric field and extent of polarization, a magnetic field and extent of magnetization, and a chemical potential and amount of shifted matter. These pairs are called conjugate thermodynamic variables; their product gives units of energy.)
This summarizes why $P\,dV$ looks the way it does when defining expansion–compression work. Why, then, is enthalpy defined using the complete term $\boldsymbol{PV}$, with $\boldsymbol{d(PV)}$ appearing in the differential form? Doesn’t this give $\boldsymbol{P\,dV+V\,dP}$? Yes, but $PV$ here is a unique term. It conceptually describes the work done on the atmosphere—at surrounding pressure $P$—to make room for the entire system at volume $V$. (In other words, it's the result of evaluating the expansion work in the special case of $\int_0^V P\,dV$ when the surrounding pressure $P$ is constant.) This lets us account for the fact that Nature prefers denser systems when the surrounding pressure is higher. Again, this is a special case; systems don’t generally wink in and out of existence. When do they effectively wink in and out of existence? When a chemical reaction trades some compounds for others—and we use the enthalpy to characterize the so-called heat of reaction. When matter is pushed in and out of a control volume—and we use the so-called shaft work $V\,dP$ to analyze the energy required/collected when the inlet and outlet pressures differ.
Note carefully the difference between these processes and the process of simple expansion and compression, in which the work done by the system is again simply $P\,dV$ (where $P$ is the external pressure).
Now, isn't this just splitting hairs regarding "making room for the system"? Can't we just model expansion as removing the entire system and inserting it again at the larger volume? Yes, and the enthalpy change would be $\Delta H=-\int P\,dV+\Delta (PV)$. Note that we've accounted for the loss in internal energy of the system from doing the expansion work. If the surrounding pressure remains constant, this reduces to $\Delta H=0$.
To summarize: It would be a mistake to conflate $P\,dV$, or infinitesimal expansion work, with one term of the differential enthalpy, which looks similar but has an additional $V\,dP$. Work is not equivalent to enthalpy. Terms such as "shaft work" and "flow work" arose in part as a convenient shorthand to refer to enthalpy changes, but they aren't a part of the generalized framework of thermodynamic work discussed above—and it's this thermodynamic work that alters the internal energy, as described by the First Law $\Delta U=Q-W$ (for work done by the system).