Not sad at all I wanted to know when I got mine
On ours, it's for holding the warning triangle and first aid bag (look up the part number for the bracket for a description - 1K6860266A).
Part numbers are:
Triangle: 8K0860251
First Aid Bag: 5K0860282
I didn't end up getting the OEM first aid kit, as the car came with a decent fitting/looking alternative but now you've got me thinking about it again...
I did try putting a bare oil bottle in the strap and always found it would slip out so I picked up one of these oil bottle bags with the velcro backing which keeps it nice and secure:
https://www.ebay.co.uk/itm/165460991666 There are some old Mobil VW branded ones out there if you want to go down that road.