In the present Letter, computational evidence is provided for the first time, choosing the polyatomic CH4 and C2H2 molecules as examples, of the existence of virtual states caused by dynamically coupling molecular vibrations with the positron motion during low-energy scattering processes. Our calculations provide lifetimes longer than vibrational periods, suggesting that the intermediate "compound" configurations could be the gateways through which the rate of annihilation of near-thermal positrons in molecular gases can become orders of magnitude larger than expected from the simpler dynamics, and as it is indeed observed experimentally.