This doesn't sound right at all. If it were a genuine mis-build. The dealer would simply order the wheels through parts and bill them to Volkswagen goodwill. I've done it several times. We normally wouldn't even bother to tell the customer to avoid unneccesary anxiety.
What is more likely, is that the dealer hasn't ordered the wheels. This would mean that the dealer couldn't claim the wheels from VW as they built the car correctly. Having just priced them for someone, they would cost somewhere in the region of £2500 including tyres. I guess your dealer would rather pi$$ you off than lose £2500?
VWmd