Full of sh!t. They dont want you to get it so they can charge you £40 to do it instead. As for saying you can blow airbags, thats like saying "dont buy a car because you could crash it and die".
There is also no way of telling if you as an individual have used it either, complete and utter bollock$. They might be able to see if VAGCOM has been used on the car, but for all they know that was used when you have a problem or during a service or at any other garage.
What a bunch of tossers some dealers are. Gerrrr
Rant over.