Put it this way, a large number of VW engines have this missing, and do MK2 Golfs have a reputation for engine trouble? No. Your car has had it missing since it left the factory, has it blown up yet? No.

Doesn't make a difference if its there or not, plenty of VWs have left the factory with it missing with no problems whatsoever. My MK2 Driver made it to 120k miles and my 8v GTI has just passed 160k, both engines still going strong

Don't get me wrong though if you want to buy and fit a replacement head, feel free its your car!

Edit: And note the Bentley also mentions that 'on gasolene engines bearing cap #4 is not used', so it is normal for it to be missing on at least some engines. It isn't limited to non-German built engines either because most if not all UK MK2 Golfs are made in Germany.
I don't suppose you know what model/year car the head with cap #4 came from originally do you?