Vanadium dioxide (VO2) is a material that undergoes an insulator-metal transition upon heating above 340 K. It remains debated as to whether this electronic transition is driven by a corresponding structural transition or by strong electron-electron correlations. Here, we use apertureless scattering near-field optical microscopy to compare nanoscale images of the transition in VO2 thin films acquired at both mid-infrared and terahertz frequencies, using a home-built terahertz near-field microscope. We observe a much more gradual transition when THz frequencies are utilized as a probe, in contrast to the assumptions of a classical first-order phase transition. We discuss these results in light of dynamical mean-field theory calculations of the dimer Hubbard model recently applied to VO2, which account for a continuous temperature dependence of the optical response of the VO2 in the insulating state.