The mutual interaction between the different eigenmodes of a spin-torque oscillator can lead to a large variety of physical mechanisms from mode hopping to multi-mode generation, that usually reduce their performances as radio-frequency devices. To tackle this issue for the future applications, we investigate the properties of a model spin-torque oscillator that is composed of two coupled vortices with one vortex in each of the two magnetic layers of the oscillator. In such double-vortex system, the remarkable properties of energy transfer between the coupled modes, one being excited by spin transfer torque while the second one being damped, result into an alteration of the damping parameters. As a consequence, the oscillator nonlinear behavior is concomitantly drastically impacted. This efficient coupling mechanism, driven mainly by the dynamic dipolar field generated by the spin transfer torque induced motion of the vortices, gives rise to an unexpected dynamical regime of self-resonance excitation. These results show that mode coupling can be leveraged for controlling the synchronization process as well as the frequency tunability of spin-torque oscillators.