Intel® HD Graphics and other similar controllers from Intel, provide support for dual independent displays that can be used as Clone mode or Extended desktop. This is done using two separate video pipelines to the video controller that are provided through two separate video ports in the system.
In this case, you are just using one video port, the VGA interface. Using the splitter you are just dividing the signal that comes from that same port, however that does not provide a separate pipeline for extended or clone desktop.
In fact, the system will only detect one device connected to a single port, like a point to point connection, and as the driver only detects one monitor the system does not give you the option to enable extended desktop. As a matter of fact, the video driver is not actually working in clone mode either, you get video on the second display as a result of splitting the output signal, however this is not being done by the video controller.