It sounds to me the only reason DevC++ is easier in this case is because it includes a template for SDL.
I'm not going to argue with you about the Visual suite being one's inevitable destination for mid-level programming on Windows. However for the purposes of checking out SDL with C++, DevC++ with the appropriate devpac is a really expedient way to investigate whether you'd even want to pursue it further with Visual C++. That's all -- for what we're specifically talking about in this thread DevC++ has a particular level of accessibility to recommend it.