I'd rather have non-rusty wheel hubs than the nice leather holder! I plan to ask VW to fix the rusty hubs under warranty when I take the car in for its first service, which I think will be a couple of months away (done 15K so far).
I can't imagine why they'd refuse to fix them, but of course they may see it differently. I know that when I had a Saab and had rusty wheel nuts, they changed them without any questions whatsoever.