@funboxster; very common, as you’ll see if you do a Google search on ‘vw golf rusty wheel hubs’. Other manufacturers vehicles also suffer from this.
I’d be surprised if VW or the dealer would consider this to be a warranty issue, so if it concerns you, rub down the affected area(s) with wet and dry abrasive paper to remove the corrosion, dry them thoroughly, then paint with Hammerite or a paint that’s resistant to high temperatures. Mask up any areas you don’t want to get the paint on.