I think Velco could work as it can be very strong as people already have proven when they, in a Velcro suit, jumped on to a wall and stuck on it, but work only as good as the adhesive under the Velcro strip material, which in my experience could vary from really sticky to very temporary/quite weak, depending on the brand and type of Velcro you use. There are also different grades of Velcro hook and loop design that varies from light duty ones to "industrial grade/stregnth " Velcro that really grabs very strong to each other. Another problem is, you will be introducing another source of flex or squish between the rim and the tire which equals to lost energy, and most likely mcuh more rolling resistance, so I think a tub wheelset using Velcro will never perform as good as one with using glue.
I also agree with Randy that mounting a tire might actually be much harder to do because of the thickness of the Velcro strips.
Other than maybe "tubular" clinchers, I don't think they have found anything else that might possibly come close to the performance of glued on tubular tires yer.

Chombi