You're using C++ classes like C structs, which might work or might crash and burn horrible (in undefined behavior as you're experiencing here).
In short, C++ classes should always be constructed with "new", unless you can't do so and you know what you're doing. If you use the "new" operator, memory is allocated and the class's constructor is called.
Your example snippet does not call the constructor, so you have the memory and copy some values, but something might be uninitialized or off (the actual vertex data).
Your second example that works actually does call the constructor, so there's no issue.
If you want to use SFML in a C fashion (.e.g with mallic), you should use CSFML instead.