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Yes, it is fine for you to travel to the US Virgin Islands, as it is within the US immigration system. If you encounter the CBP, you just need to show them that you are staying in the US legally, which you can with your Extension of Stay application receipt (which you should bring with you).
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It is virtually certain that withdrawing from an as yet ungranted Visa Application of any nature in Australia will create no prejudice against a future application even for the same Visa class.
Considering the class is a Student Visa, and that you identify circumstances that seem to be outside your personal control, I feel doubly confident this will not ...
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