(these are just my random opinions. Sorry, I expect many people to disagree with some of them.)
Bloomberg makes no effort to make its terminals available to students - quite the opposite. Hence lots of recent graduates don't know the terminal, but do know how to get things done without the terminal, and don't think they need the terminal. It's a problem for Bloomberg, not for you. If you've never worked in the industry, it's unrealistic to expect you to know Bloomberg terminal right away. A math PhD student should have no trouble at all learning within a few days 1) how to retrieve the data you want from Bloomberg terminal into your program / database, unless your firm already got someone else to set this up so you don't need to reinvent the wheel 2) how to use a few dozen terminal functions that you will need for your area (like YAS and SWPM and CSHF if you're doing any fixed income), should you need this. Hopefully someone on the desk already made a list of useful terminal functions that everyone needs to know. If not yet, then you should be the first person to write them down. If you move to another area, then there will probably be a few more dozen terminal functions that you will need to learn for that. It's much easier than learning, for example, LaTeX or Python or R.
I don't think that another candidate who perhaps had a summer internship may already learned a few things about Bloomberg terminal, and "can hit the ground running" would be any better than someone who can learn these skills in days. Some HR people (who would probably find learning terminal functions very challenging if they needed to) may disagree. If you have the time to spare and can find access to a Bloomberg terminal (e.g. at a public library) and want to build up your confidence by learning a few functions, it can hardly hurt.
VBA is useful for writing macros in Microsoft Excel and Word. Almost everyone is forced to use these tools sometimes, even if they'd rather use Jupyter Notebook and LaTeX (or whatever). Being able to write simple macros saves you time and makes you a "power user". You can find some examples of useful macros on stackexchange. But writing anything more complicated in VBA is a bad idea. Being asked to reverse-engineer someone else's abandoned legacy spreadsheet because you "know VBA" is a bad position.