I noticed same thing last week and reached out to my dealer before understanding the purpose for the slot. I've never needed an emergency triangle before but the voice inside my head kept telling me to fill it.
If I could have figured out something else I could put there I might have done that instead. It's easy enough to 3d print a case.
From my searches it looks to me like VW has stopped selling the triangle in the US. I have since purchased a 3rd party emergency triangle kit that appears to match the dimensions of the hatch door trim slot. It's cheap enough (3 for $16 even though I only need 1) and eligible for a return if it doesn't fit.
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I should know this week if it fits after my order arrives. I'll post an update then.