Hi Polo,
VDD is the main power supply for all internal analog and digital functional blocks.
VDDIO is a separate power supply pin used for the supply of the I2C digital communication interface.
So VDDIO sets the interface voltage level for the MPL3115A2 and your MCU. For single-supply operation, VDDIO can be the same as the main supply VDD. In a dual-supply applications, however, VDDIO can differ from VDD to accommodate the desired interface voltage.
Let us know if you have any other questions.
Best regards,
Tomas