The part number for the loom with bake pad wear indicator is:  1K0927903B. Not sure where it would routed though.

I know it's an old thread, however I just did my front discs and pads and was also surprised to find no pad wear sensor wiring! Not sure if it can be retro fitted as there are not wires.  I checked to make use a previous person hid the connector behind the wheel arch liner and used non-sensor pads but no, nothing, nada!  The ATE pads have the sensor built in so simply snipped the wires close to the pads, job done!

Common sense, I have in the past turned off the pad wear light on cars with VCDS due to the wiring being broken. Sometimes the pads without wear sensors are actually more expensive as they aren't as common.